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.

Attributes:

earliest_date

implied_quote

latest_date

maturity_date

quote

Methods

update(self)