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<title>QuantLib: SwapRateHelper Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_swap_rate_helper.html">SwapRateHelper</a></div>
<h1>SwapRateHelper Class Reference</h1><!-- doxytag: class="QuantLib::SwapRateHelper" --><!-- doxytag: inherits="QuantLib::RelativeDateRateHelper" --><code>#include <ql/termstructures/yield/ratehelpers.hpp></code>
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Inheritance diagram for SwapRateHelper:</div>
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<p><center><img src="class_quant_lib_1_1_swap_rate_helper__inherit__graph.png" border="0" usemap="#_swap_rate_helper__inherit__map" alt="Inheritance graph"></center>
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<area shape="rect" href="class_quant_lib_1_1_relative_date_rate_helper.html" title="Rate helper with date schedule relative to the global evaluation date." alt="" coords="5,7,184,33"></map>
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<a href="class_quant_lib_1_1_swap_rate_helper-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Rate helper for bootstrapping over swap rates. <dl compact><dt><b>Examples: </b></dt><dd>
<p>
<a class="el" href="swapvaluation_8cpp-example.html#_a21">swapvaluation.cpp</a>.</dl><table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<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="5f8a99b524ad03b87d63d517130d9dfc"></a><!-- doxytag: member="QuantLib::SwapRateHelper::SwapRateHelper" ref="5f8a99b524ad03b87d63d517130d9dfc" args="(const Handle< Quote > &rate, const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread=Handle< Quote >(), const Period &fwdStart=0 *Days)" -->
</td><td class="memItemRight" valign="bottom"><b>SwapRateHelper</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, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > &swapIndex, 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> > &spread=<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> >(), const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &fwdStart=0 *Days)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16617bc7e52462785a21a0d24f02c22a"></a><!-- doxytag: member="QuantLib::SwapRateHelper::SwapRateHelper" ref="16617bc7e52462785a21a0d24f02c22a" args="(const Handle< Quote > &rate, const Period &tenor, const Calendar &calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, const DayCounter &fixedDayCount, const boost::shared_ptr< IborIndex > &iborIndex, const Handle< Quote > &spread=Handle< Quote >(), const Period &fwdStart=0 *Days)" -->
</td><td class="memItemRight" valign="bottom"><b>SwapRateHelper</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, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> fixedFrequency, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> fixedConvention, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &fixedDayCount, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &iborIndex, 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> > &spread=<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> >(), const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &fwdStart=0 *Days)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="506735c5adef954e184f34773a9656f1"></a><!-- doxytag: member="QuantLib::SwapRateHelper::SwapRateHelper" ref="506735c5adef954e184f34773a9656f1" args="(Rate rate, const Period &tenor, const Calendar &calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, const DayCounter &fixedDayCount, const boost::shared_ptr< IborIndex > &iborIndex, const Handle< Quote > &spread=Handle< Quote >(), const Period &fwdStart=0 *Days)" -->
</td><td class="memItemRight" valign="bottom"><b>SwapRateHelper</b> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> rate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> fixedFrequency, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> fixedConvention, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &fixedDayCount, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &iborIndex, 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> > &spread=<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> >(), const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &fwdStart=0 *Days)</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::SwapRateHelper::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::SwapRateHelper::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>
<tr><td colspan="2"><div class="groupHeader">SwapRateHelper inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d7a3e2124c58cf10df93a8def9a2fafb"></a><!-- doxytag: member="QuantLib::SwapRateHelper::spread" ref="d7a3e2124c58cf10df93a8def9a2fafb" args="() const " -->
<a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><b>spread</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd204c7bd33ae8ae64e1c11573d3e01c"></a><!-- doxytag: member="QuantLib::SwapRateHelper::swap" ref="cd204c7bd33ae8ae64e1c11573d3e01c" args="() const " -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a> > </td><td class="memItemRight" valign="bottom"><b>swap</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7998a04ae8cca97299468060211c7cd0"></a><!-- doxytag: member="QuantLib::SwapRateHelper::forwardStart" ref="7998a04ae8cca97299468060211c7cd0" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td><td class="memItemRight" valign="bottom"><b>forwardStart</b> () const </td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b508edbd7d439284c55178fd681adb0"></a><!-- doxytag: member="QuantLib::SwapRateHelper::initializeDates" ref="5b508edbd7d439284c55178fd681adb0" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>initializeDates</b> ()</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6f1e4aec3cba6f7cea92368273728ec8"></a><!-- doxytag: member="QuantLib::SwapRateHelper::tenor_" ref="6f1e4aec3cba6f7cea92368273728ec8" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>tenor_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="021eab7f1f44c1c71b8dfd29b9c4864b"></a><!-- doxytag: member="QuantLib::SwapRateHelper::calendar_" ref="021eab7f1f44c1c71b8dfd29b9c4864b" args="" -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>calendar_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1317e1bce37ec4fcc241069d1405e87a"></a><!-- doxytag: member="QuantLib::SwapRateHelper::fixedConvention_" ref="1317e1bce37ec4fcc241069d1405e87a" args="" -->
<a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>fixedConvention_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9846c3c663920f08b0b32444a4ac2fb7"></a><!-- doxytag: member="QuantLib::SwapRateHelper::fixedFrequency_" ref="9846c3c663920f08b0b32444a4ac2fb7" args="" -->
<a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>fixedFrequency_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="417ce99525ff934e161e933d540c0409"></a><!-- doxytag: member="QuantLib::SwapRateHelper::fixedDayCount_" ref="417ce99525ff934e161e933d540c0409" args="" -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><b>fixedDayCount_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="211475384befbdc6d1d92bfe69635cd0"></a><!-- doxytag: member="QuantLib::SwapRateHelper::iborIndex_" ref="211475384befbdc6d1d92bfe69635cd0" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > </td><td class="memItemRight" valign="bottom"><b>iborIndex_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="32ea77a274fa82ee6a3adfd66f3a8e6f"></a><!-- doxytag: member="QuantLib::SwapRateHelper::swap_" ref="32ea77a274fa82ee6a3adfd66f3a8e6f" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a> > </td><td class="memItemRight" valign="bottom"><b>swap_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2e8f394e2be5705b297a1316eea82056"></a><!-- doxytag: member="QuantLib::SwapRateHelper::termStructureHandle_" ref="2e8f394e2be5705b297a1316eea82056" args="" -->
<a class="el" href="class_quant_lib_1_1_relinkable_handle.html">RelinkableHandle</a><br>
< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>termStructureHandle_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5caa3200880208842845075caebdb6e1"></a><!-- doxytag: member="QuantLib::SwapRateHelper::spread_" ref="5caa3200880208842845075caebdb6e1" args="" -->
<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> > </td><td class="memItemRight" valign="bottom"><b>spread_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="210177f5ff56e9dd35422f0b0c83bae7"></a><!-- doxytag: member="QuantLib::SwapRateHelper::fwdStart_" ref="210177f5ff56e9dd35422f0b0c83bae7" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>fwdStart_</b></td></tr>
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