24#ifndef quantlib_basisswapratehelpers_hpp
25#define quantlib_basisswapratehelpers_hpp
49 const ext::shared_ptr<IborIndex>& baseIndex,
50 const ext::shared_ptr<IborIndex>& otherIndex,
52 bool bootstrapBaseCurve);
91 const ext::shared_ptr<OvernightIndex>& baseIndex,
92 const ext::shared_ptr<IborIndex>& otherIndex,
degenerate base class for the Acyclic Visitor pattern
Shared handle to an observable.
Rate helper for bootstrapping over ibor-ibor basis swaps.
void setTermStructure(YieldTermStructure *) override
RelinkableHandle< YieldTermStructure > termStructureHandle_
Handle< YieldTermStructure > discountHandle_
void accept(AcyclicVisitor &) override
BusinessDayConvention convention_
ext::shared_ptr< IborIndex > otherIndex_
void initializeDates() override
Real impliedQuote() const override
ext::shared_ptr< Swap > swap_
ext::shared_ptr< IborIndex > baseIndex_
Rate helper for bootstrapping over overnight-ibor basis swaps.
void setTermStructure(YieldTermStructure *) override
RelinkableHandle< YieldTermStructure > termStructureHandle_
Handle< YieldTermStructure > discountHandle_
void accept(AcyclicVisitor &) override
BusinessDayConvention convention_
ext::shared_ptr< IborIndex > otherIndex_
void initializeDates() override
Real impliedQuote() const override
ext::shared_ptr< Swap > swap_
ext::shared_ptr< OvernightIndex > baseIndex_
Bootstrap helper with date schedule relative to global evaluation date.
Relinkable handle to an observable.
Interest-rate term structure.
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer
deposit, FRA, futures, and various swap rate helpers