quantlib.termstructures.yields.rate_helpers.

SwapRateHelper

class SwapRateHelper

Bases: RelativeDateRateHelper

Rate helper for bootstrapping over swap rates

Attributes:

earliest_date

forward_start

implied_quote

latest_date

maturity_date

quote

spread

Methods

from_index(cls, rate, SwapIndex index, ...)	build a SwapRateHelper from a SwapIndex
from_tenor(cls, rate, Period tenor, ...)
swap(self)
update(self)