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<title>QuantLib: FraRateHelper Class Reference</title>
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<h1>FraRateHelper Class Reference</h1><!-- doxytag: class="QuantLib::FraRateHelper" --><!-- doxytag: inherits="QuantLib::RelativeDateRateHelper" --><code>#include <ql/termstructures/yield/ratehelpers.hpp></code>
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Inheritance diagram for FraRateHelper:</div>
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<a href="class_quant_lib_1_1_fra_rate_helper-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Rate helper for bootstrapping over FRA rates. <dl compact><dt><b>Examples: </b></dt><dd>
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<a class="el" href="_f_r_a_8cpp-example.html#_a11">FRA.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#_a15">swapvaluation.cpp</a>.</dl><table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71fcf6fd3a08113a6849790abaa24cbc"></a><!-- doxytag: member="QuantLib::FraRateHelper::FraRateHelper" ref="71fcf6fd3a08113a6849790abaa24cbc" args="(const Handle< Quote > &rate, Natural monthsToStart, Natural monthsToEnd, Natural settlementDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, Natural fixingDays, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>FraRateHelper</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &rate, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> monthsToStart, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> monthsToEnd, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention, bool endOfMonth, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> fixingDays, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bbd48b2ec32b2a9046ab760f81bd7d43"></a><!-- doxytag: member="QuantLib::FraRateHelper::FraRateHelper" ref="bbd48b2ec32b2a9046ab760f81bd7d43" args="(Rate rate, Natural monthsToStart, Natural monthsToEnd, Natural settlementDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, Natural fixingDays, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>FraRateHelper</b> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> rate, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> monthsToStart, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> monthsToEnd, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention, bool endOfMonth, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> fixingDays, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter)</td></tr>
<tr><td colspan="2"><div class="groupHeader">RateHelper interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9c69887bf51d43666aa7d5edfe124c0a"></a><!-- doxytag: member="QuantLib::FraRateHelper::impliedQuote" ref="9c69887bf51d43666aa7d5edfe124c0a" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>impliedQuote</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="128a17ae0d2d2b95a63f9c3f49d44c31"></a><!-- doxytag: member="QuantLib::FraRateHelper::setTermStructure" ref="128a17ae0d2d2b95a63f9c3f49d44c31" args="(YieldTermStructure *)" -->
void </td><td class="memItemRight" valign="bottom"><b>setTermStructure</b> (<a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> *)</td></tr>
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