quantlib.termstructures.yields.rate_helpers

deposit, FRA, futures and various swap rate helpers

Classes

DepositRateHelper(rate, Period tenor=None, ...)	Rate helper for bootstrapping over deposit rates.
FraRateHelper(rate, Natural months_to_start, ...)	Rate helper for bootstrapping over %FRA rates.
FuturesRateHelper(price, Date imm_date, ...)	Rate helper for bootstrapping over IborIndex futures prices.
FxSwapRateHelper(Quote fwd_point, ...)	Rate helper for bootstrapping over Fx Swap rates
RateHelper
RelativeDateRateHelper
SwapRateHelper()	Rate helper for bootstrapping over swap rates