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<!-- doxytag: class="QuantLib::FuturesRateHelper" --><!-- doxytag: inherits="QuantLib::BootstrapHelper" -->
<p>Rate helper for bootstrapping over <a class="el" href="class_quant_lib_1_1_ibor_index.html" title="base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)">IborIndex</a> futures prices.
<a href="class_quant_lib_1_1_futures_rate_helper.html#details">More...</a></p>
<p><code>#include <ql/termstructures/yield/ratehelpers.hpp></code></p>
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Inheritance diagram for FuturesRateHelper:</div>
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<map name="_futures_rate_helper_inherit__map" id="_futures_rate_helper_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_bootstrap_helper.html" title="Base helper class for bootstrapping." alt="" coords="27,6,112,37"/></map>
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<p><a href="class_quant_lib_1_1_futures_rate_helper-members.html">List of all members.</a></p>
<table class="memberdecls">
<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="af8f8fc7fd687e1f205089964f22cfc2e"></a><!-- doxytag: member="QuantLib::FuturesRateHelper::FuturesRateHelper" ref="af8f8fc7fd687e1f205089964f22cfc2e" args="(const Handle< Quote > &price, const Date &immDate, Natural lengthInMonths, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, const Handle< Quote > &convexityAdjustment=Handle< Quote >())" -->
 </td><td class="memItemRight" valign="bottom"><b>FuturesRateHelper</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> > &price, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &immDate, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> lengthInMonths, 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, 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> > &convexityAdjustment=<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></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2781d775af2d85d4bf3a18edfad17b7d"></a><!-- doxytag: member="QuantLib::FuturesRateHelper::FuturesRateHelper" ref="a2781d775af2d85d4bf3a18edfad17b7d" args="(Real price, const Date &immDate, Natural lengthInMonths, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, Rate convexityAdjustment=0.0)" -->
 </td><td class="memItemRight" valign="bottom"><b>FuturesRateHelper</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> price, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &immDate, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> lengthInMonths, 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, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> convexityAdjustment=0.0)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6a92c1c42e0caf366a6a28e06feacbc1"></a><!-- doxytag: member="QuantLib::FuturesRateHelper::FuturesRateHelper" ref="a6a92c1c42e0caf366a6a28e06feacbc1" args="(const Handle< Quote > &price, const Date &immStartDate, const Date &endDate, const DayCounter &dayCounter, const Handle< Quote > &convexityAdjustment=Handle< Quote >())" -->
 </td><td class="memItemRight" valign="bottom"><b>FuturesRateHelper</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> > &price, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &immStartDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &endDate, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, 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> > &convexityAdjustment=<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></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3c5531480661d184d5be5601856b496f"></a><!-- doxytag: member="QuantLib::FuturesRateHelper::FuturesRateHelper" ref="a3c5531480661d184d5be5601856b496f" args="(Real price, const Date &immStartDate, const Date &endDate, const DayCounter &dayCounter, Rate convexityAdjustment=0.0)" -->
 </td><td class="memItemRight" valign="bottom"><b>FuturesRateHelper</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> price, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &immStartDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &endDate, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> convexityAdjustment=0.0)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3ab1e5812cb4e4073ba5496e3e9a8217"></a><!-- doxytag: member="QuantLib::FuturesRateHelper::FuturesRateHelper" ref="a3ab1e5812cb4e4073ba5496e3e9a8217" args="(const Handle< Quote > &price, const Date &immDate, const boost::shared_ptr< IborIndex > &iborIndex, const Handle< Quote > &convexityAdjustment=Handle< Quote >())" -->
 </td><td class="memItemRight" valign="bottom"><b>FuturesRateHelper</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> > &price, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &immDate, 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> > &convexityAdjustment=<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></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a22f486b9caa33944136b676a520072ee"></a><!-- doxytag: member="QuantLib::FuturesRateHelper::FuturesRateHelper" ref="a22f486b9caa33944136b676a520072ee" args="(Real price, const Date &immDate, const boost::shared_ptr< IborIndex > &iborIndex, Rate convexityAdjustment=0.0)" -->
 </td><td class="memItemRight" valign="bottom"><b>FuturesRateHelper</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> price, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &immDate, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &iborIndex, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> convexityAdjustment=0.0)</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::FuturesRateHelper::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 colspan="2"><div class="groupHeader">FuturesRateHelper inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afcf6adb1180a55c010c9e3ec3ce691bb"></a><!-- doxytag: member="QuantLib::FuturesRateHelper::convexityAdjustment" ref="afcf6adb1180a55c010c9e3ec3ce691bb" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>convexityAdjustment</b> () const </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::FuturesRateHelper::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 <a class="el" href="class_quant_lib_1_1_ibor_index.html" title="base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)">IborIndex</a> futures prices. </p>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="swapvaluation_8cpp-example.html#_a19">swapvaluation.cpp</a>.</dd>
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