FuturePriceHelper Class Reference

#include <qle/termstructures/futurepricehelper.hpp>

Inheritance diagram for FuturePriceHelper:

Public Member Functions
Constructors
	FuturePriceHelper (const QuantLib::Handle< QuantLib::Quote > &price, const QuantLib::Date &expiryDate)
	FuturePriceHelper (QuantLib::Real price, const QuantLib::Date &expiryDate)
PriceHelper interface
QuantLib::Real	impliedQuote () const override
Visitability
void	accept (QuantLib::AcyclicVisitor &v) override

Detailed Description

Helper for bootstrapping over future prices