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<!-- doxytag: class="QuantLib::SwapRateHelper" --><!-- doxytag: inherits="QuantLib::RelativeDateBootstrapHelper" -->
<p>Rate helper for bootstrapping over swap rates.  
 <a href="class_quant_lib_1_1_swap_rate_helper.html#details">More...</a></p>

<p><code>#include &lt;ql/termstructures/yield/ratehelpers.hpp&gt;</code></p>
<div class="dynheader">
Inheritance diagram for SwapRateHelper:</div>
<div class="dyncontent">
<div class="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"/></div>
<map name="_swap_rate_helper_inherit__map" id="_swap_rate_helper_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html" title="Bootstrap helper with date schedule relative to global evaluation date." alt="" coords="5,6,165,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>

<p><a href="class_quant_lib_1_1_swap_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="a49a3630d697ff623095fda85294bea6c"></a><!-- doxytag: member="QuantLib::SwapRateHelper::SwapRateHelper" ref="a49a3630d697ff623095fda85294bea6c" args="(const Handle&lt; Quote &gt; &amp;rate, const boost::shared_ptr&lt; SwapIndex &gt; &amp;swapIndex, const Handle&lt; Quote &gt; &amp;spread=Handle&lt; Quote &gt;(), const Period &amp;fwdStart=0 *Days, const Handle&lt; YieldTermStructure &gt; &amp;discountingCurve=Handle&lt; YieldTermStructure &gt;())" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>SwapRateHelper</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt; &amp;rate, const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> &gt; &amp;swapIndex, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt; &amp;spread=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt;(), const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;fwdStart=0 *Days, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt; &amp;discountingCurve=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt;())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a866fca6234fcf53fe0b5ac1e2f2e5f7f"></a><!-- doxytag: member="QuantLib::SwapRateHelper::SwapRateHelper" ref="a866fca6234fcf53fe0b5ac1e2f2e5f7f" args="(const Handle&lt; Quote &gt; &amp;rate, const Period &amp;tenor, const Calendar &amp;calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, const DayCounter &amp;fixedDayCount, const boost::shared_ptr&lt; IborIndex &gt; &amp;iborIndex, const Handle&lt; Quote &gt; &amp;spread=Handle&lt; Quote &gt;(), const Period &amp;fwdStart=0 *Days, const Handle&lt; YieldTermStructure &gt; &amp;discountingCurve=Handle&lt; YieldTermStructure &gt;())" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>SwapRateHelper</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt; &amp;rate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;tenor, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;calendar, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> fixedFrequency, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> fixedConvention, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;fixedDayCount, const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> &gt; &amp;iborIndex, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt; &amp;spread=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt;(), const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;fwdStart=0 *Days, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt; &amp;discountingCurve=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt;())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a97695c4f5495bd1d1651316d21bf9bab"></a><!-- doxytag: member="QuantLib::SwapRateHelper::SwapRateHelper" ref="a97695c4f5495bd1d1651316d21bf9bab" args="(Rate rate, const Period &amp;tenor, const Calendar &amp;calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, const DayCounter &amp;fixedDayCount, const boost::shared_ptr&lt; IborIndex &gt; &amp;iborIndex, const Handle&lt; Quote &gt; &amp;spread=Handle&lt; Quote &gt;(), const Period &amp;fwdStart=0 *Days, const Handle&lt; YieldTermStructure &gt; &amp;discountingCurve=Handle&lt; YieldTermStructure &gt;())" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>SwapRateHelper</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> rate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;tenor, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;calendar, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> fixedFrequency, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> fixedConvention, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;fixedDayCount, const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> &gt; &amp;iborIndex, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt; &amp;spread=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt;(), const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;fwdStart=0 *Days, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt; &amp;discountingCurve=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt;())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aba69967c093ee1a1322cf417b58e12d8"></a><!-- doxytag: member="QuantLib::SwapRateHelper::SwapRateHelper" ref="aba69967c093ee1a1322cf417b58e12d8" args="(Rate rate, const boost::shared_ptr&lt; SwapIndex &gt; &amp;swapIndex, const Handle&lt; Quote &gt; &amp;spread=Handle&lt; Quote &gt;(), const Period &amp;fwdStart=0 *Days, const Handle&lt; YieldTermStructure &gt; &amp;discountingCurve=Handle&lt; YieldTermStructure &gt;())" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>SwapRateHelper</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> rate, const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> &gt; &amp;swapIndex, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt; &amp;spread=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt;(), const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;fwdStart=0 *Days, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt; &amp;discountingCurve=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt;())</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::SwapRateHelper::impliedQuote" ref="a9c69887bf51d43666aa7d5edfe124c0a" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</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::SwapRateHelper::setTermStructure" ref="a128a17ae0d2d2b95a63f9c3f49d44c31" args="(YieldTermStructure *)" -->
void&#160;</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" align="right" valign="top"><a class="anchor" id="ad7a3e2124c58cf10df93a8def9a2fafb"></a><!-- doxytag: member="QuantLib::SwapRateHelper::spread" ref="ad7a3e2124c58cf10df93a8def9a2fafb" args="() const " -->
<a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a>&#160;</td><td class="memItemRight" valign="bottom"><b>spread</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62105f0ff1a8282281c052209b2014a1"></a><!-- doxytag: member="QuantLib::SwapRateHelper::swap" ref="a62105f0ff1a8282281c052209b2014a1" args="() const " -->
boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>swap</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0d070b30d31e7aa87e1f4d67f4ee289d"></a><!-- doxytag: member="QuantLib::SwapRateHelper::forwardStart" ref="a0d070b30d31e7aa87e1f4d67f4ee289d" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>forwardStart</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::SwapRateHelper::accept" ref="a1d7eaf2f5dccce1c7781b54d64ba4a07" args="(AcyclicVisitor &amp;)" -->
void&#160;</td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &amp;)</td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5b508edbd7d439284c55178fd681adb0"></a><!-- doxytag: member="QuantLib::SwapRateHelper::initializeDates" ref="a5b508edbd7d439284c55178fd681adb0" args="()" -->
void&#160;</td><td class="memItemRight" valign="bottom"><b>initializeDates</b> ()</td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6f1e4aec3cba6f7cea92368273728ec8"></a><!-- doxytag: member="QuantLib::SwapRateHelper::tenor_" ref="a6f1e4aec3cba6f7cea92368273728ec8" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a>&#160;</td><td class="memItemRight" valign="bottom"><b>tenor_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a021eab7f1f44c1c71b8dfd29b9c4864b"></a><!-- doxytag: member="QuantLib::SwapRateHelper::calendar_" ref="a021eab7f1f44c1c71b8dfd29b9c4864b" args="" -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>&#160;</td><td class="memItemRight" valign="bottom"><b>calendar_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1317e1bce37ec4fcc241069d1405e87a"></a><!-- doxytag: member="QuantLib::SwapRateHelper::fixedConvention_" ref="a1317e1bce37ec4fcc241069d1405e87a" args="" -->
<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a>&#160;</td><td class="memItemRight" valign="bottom"><b>fixedConvention_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9846c3c663920f08b0b32444a4ac2fb7"></a><!-- doxytag: member="QuantLib::SwapRateHelper::fixedFrequency_" ref="a9846c3c663920f08b0b32444a4ac2fb7" args="" -->
<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a>&#160;</td><td class="memItemRight" valign="bottom"><b>fixedFrequency_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a417ce99525ff934e161e933d540c0409"></a><!-- doxytag: member="QuantLib::SwapRateHelper::fixedDayCount_" ref="a417ce99525ff934e161e933d540c0409" args="" -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>&#160;</td><td class="memItemRight" valign="bottom"><b>fixedDayCount_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a211475384befbdc6d1d92bfe69635cd0"></a><!-- doxytag: member="QuantLib::SwapRateHelper::iborIndex_" ref="a211475384befbdc6d1d92bfe69635cd0" args="" -->
boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>iborIndex_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a32ea77a274fa82ee6a3adfd66f3a8e6f"></a><!-- doxytag: member="QuantLib::SwapRateHelper::swap_" ref="a32ea77a274fa82ee6a3adfd66f3a8e6f" args="" -->
boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>swap_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2e8f394e2be5705b297a1316eea82056"></a><!-- doxytag: member="QuantLib::SwapRateHelper::termStructureHandle_" ref="a2e8f394e2be5705b297a1316eea82056" args="" -->
<a class="el" href="class_quant_lib_1_1_relinkable_handle.html">RelinkableHandle</a><br class="typebreak"/>
&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>termStructureHandle_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5caa3200880208842845075caebdb6e1"></a><!-- doxytag: member="QuantLib::SwapRateHelper::spread_" ref="a5caa3200880208842845075caebdb6e1" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>spread_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a210177f5ff56e9dd35422f0b0c83bae7"></a><!-- doxytag: member="QuantLib::SwapRateHelper::fwdStart_" ref="a210177f5ff56e9dd35422f0b0c83bae7" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a>&#160;</td><td class="memItemRight" valign="bottom"><b>fwdStart_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a56f398c46e63bbe59c77f21c6b39ffaa"></a><!-- doxytag: member="QuantLib::SwapRateHelper::discountHandle_" ref="a56f398c46e63bbe59c77f21c6b39ffaa" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>discountHandle_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11983310cace758fa0f027631ce25843"></a><!-- doxytag: member="QuantLib::SwapRateHelper::discountRelinkableHandle_" ref="a11983310cace758fa0f027631ce25843" args="" -->
<a class="el" href="class_quant_lib_1_1_relinkable_handle.html">RelinkableHandle</a><br class="typebreak"/>
&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>discountRelinkableHandle_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Rate helper for bootstrapping over swap rates. </p>
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000067">Possible enhancements:</a></b></dt><dd>use input <a class="el" href="class_quant_lib_1_1_swap_index.html" title="base class for swap-rate indexes">SwapIndex</a> to create the swap </dd></dl>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_bonds_8cpp-example.html#_a33">Bonds.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#_a24">swapvaluation.cpp</a>.</dd>
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