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<!-- doxytag: class="QuantLib::FraRateHelper" --><!-- doxytag: inherits="QuantLib::RelativeDateBootstrapHelper" -->
<p>Rate helper for bootstrapping over FRA rates.
<a href="class_quant_lib_1_1_fra_rate_helper.html#details">More...</a></p>
<p><code>#include <ql/termstructures/yield/ratehelpers.hpp></code></p>
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Inheritance diagram for FraRateHelper:</div>
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<p><a href="class_quant_lib_1_1_fra_rate_helper-members.html">List of all members.</a></p>
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<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66221e6086a9b142f49030b77f7c2ca3"></a><!-- doxytag: member="QuantLib::FraRateHelper::FraRateHelper" ref="a66221e6086a9b142f49030b77f7c2ca3" args="(const Handle< Quote > &rate, Natural monthsToStart, Natural monthsToEnd, Natural fixingDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, 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#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> monthsToStart, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> monthsToEnd, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> fixingDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention, bool endOfMonth, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad2b64ff011f3d383cd8cf31432668b8a"></a><!-- doxytag: member="QuantLib::FraRateHelper::FraRateHelper" ref="ad2b64ff011f3d383cd8cf31432668b8a" args="(Rate rate, Natural monthsToStart, Natural monthsToEnd, Natural fixingDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter)" -->
 </td><td class="memItemRight" valign="bottom"><b>FraRateHelper</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> rate, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> monthsToStart, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> monthsToEnd, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> fixingDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention, bool endOfMonth, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab83b7e2e5e04baf2cad4e588655e6534"></a><!-- doxytag: member="QuantLib::FraRateHelper::FraRateHelper" ref="ab83b7e2e5e04baf2cad4e588655e6534" args="(const Handle< Quote > &rate, Natural monthsToStart, const boost::shared_ptr< IborIndex > &iborIndex)" -->
 </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#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> monthsToStart, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &iborIndex)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abc21370f70fd544ed50a948eeca5b699"></a><!-- doxytag: member="QuantLib::FraRateHelper::FraRateHelper" ref="abc21370f70fd544ed50a948eeca5b699" args="(Rate rate, Natural monthsToStart, const boost::shared_ptr< IborIndex > &iborIndex)" -->
 </td><td class="memItemRight" valign="bottom"><b>FraRateHelper</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> rate, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> monthsToStart, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &iborIndex)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aabd53b96a42356220361b2d3d140e9c0"></a><!-- doxytag: member="QuantLib::FraRateHelper::FraRateHelper" ref="aabd53b96a42356220361b2d3d140e9c0" args="(const Handle< Quote > &rate, Period periodToStart, Natural lengthInMonths, Natural fixingDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, 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="class_quant_lib_1_1_period.html">Period</a> periodToStart, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> lengthInMonths, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> fixingDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention, bool endOfMonth, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab18f9167e128b8833826c057478219cd"></a><!-- doxytag: member="QuantLib::FraRateHelper::FraRateHelper" ref="ab18f9167e128b8833826c057478219cd" args="(Rate rate, Period periodToStart, Natural lengthInMonths, Natural fixingDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter)" -->
 </td><td class="memItemRight" valign="bottom"><b>FraRateHelper</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> rate, <a class="el" href="class_quant_lib_1_1_period.html">Period</a> periodToStart, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> lengthInMonths, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> fixingDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention, bool endOfMonth, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7effed1c9e6057620d81953f5ea6aeac"></a><!-- doxytag: member="QuantLib::FraRateHelper::FraRateHelper" ref="a7effed1c9e6057620d81953f5ea6aeac" args="(const Handle< Quote > &rate, Period periodToStart, const boost::shared_ptr< IborIndex > &iborIndex)" -->
 </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="class_quant_lib_1_1_period.html">Period</a> periodToStart, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &iborIndex)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaa19fc58190e432b99bb3274e47d1af1"></a><!-- doxytag: member="QuantLib::FraRateHelper::FraRateHelper" ref="aaa19fc58190e432b99bb3274e47d1af1" args="(Rate rate, Period periodToStart, const boost::shared_ptr< IborIndex > &iborIndex)" -->
 </td><td class="memItemRight" valign="bottom"><b>FraRateHelper</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> rate, <a class="el" href="class_quant_lib_1_1_period.html">Period</a> periodToStart, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &iborIndex)</td></tr>
<tr><td colspan="2"><div class="groupHeader">RateHelper interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9c69887bf51d43666aa7d5edfe124c0a"></a><!-- doxytag: member="QuantLib::FraRateHelper::impliedQuote" ref="a9c69887bf51d43666aa7d5edfe124c0a" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>impliedQuote</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a128a17ae0d2d2b95a63f9c3f49d44c31"></a><!-- doxytag: member="QuantLib::FraRateHelper::setTermStructure" ref="a128a17ae0d2d2b95a63f9c3f49d44c31" 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">Visitability</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::FraRateHelper::accept" ref="a1d7eaf2f5dccce1c7781b54d64ba4a07" args="(AcyclicVisitor &)" -->
void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Rate helper for bootstrapping over FRA rates. </p>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_f_r_a_8cpp-example.html#_a12">FRA.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#_a17">swapvaluation.cpp</a>.</dd>
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