ratehelpers.hpp File Reference

rate helper related utilities. More...

#include <ql/cashflow.hpp>
#include <ql/termstructures/bootstraphelper.hpp>

Functions
QuantLib::Date	determineLatestRelevantDate (const std::vector< QuantLib::Leg > &legs, const std::vector< bool > &includeIndexEstimationEndDate={})
QuantLib::Date	determinePillarDate (const QuantLib::Pillar::Choice pillarChoice, const QuantLib::Date &maturityDate, const QuantLib::Date &latestRelevantDate)

Detailed Description

rate helper related utilities.