quantlib.termstructures.yields.rate_helpers.DepositRateHelper

class DepositRateHelper(rate, Period tenor=None, Natural fixing_days=2, Calendar calendar=None, BusinessDayConvention convention=ModifiedFollowing, bool end_of_month=True, DayCounter deposit_day_counter=None, IborIndex index=None)

Bases: RelativeDateRateHelper

Rate helper for bootstrapping over deposit rates.

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
update(self)

Attributes

earliest_date
implied_quote
latest_date
maturity_date
quote