#include <oh/libraryobject.hpp>
#include <ql/types.hpp>
#include <ql/time/businessdayconvention.hpp>
#include <ql/time/frequency.hpp>
#include <ql/instruments/futures.hpp>
#include <ql/termstructures/bootstraphelper.hpp>

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Classes
class	QuantLib::BootstrapHelper< TS >

class	QuantLib::Handle< T >

class	QuantLibAddin::RateHelper

class	QuantLibAddin::DepositRateHelper

class	QuantLibAddin::FuturesRateHelper

class	QuantLibAddin::SwapRateHelper

class	QuantLibAddin::FraRateHelper

class	QuantLibAddin::OISRateHelper

class	QuantLibAddin::DatedOISRateHelper

class	QuantLibAddin::BondHelper

class	QuantLibAddin::FixedRateBondHelper

class	QuantLibAddin::FxSwapRateHelper

Namespaces
	QuantLib

	QuantLibAddin

Typedefs
typedef BootstrapHelper< YieldTermStructure >	QuantLib::RateHelper

Functions
std::vector< std::string >	QuantLibAddin::qlRateHelperSelection (const std::vector< boost::shared_ptr< QuantLibAddin::RateHelper > > &qlarhs, const std::vector< QuantLib::Natural > &priority, QuantLib::Natural nImmFutures, QuantLib::Natural nSerialFutures, QuantLib::Natural frontFuturesRollingDays, RateHelper::DepoInclusionCriteria depoInclusionCriteria, const std::vector< QuantLib::Natural > &minDistance)

QuantLib::Real	QuantLibAddin::qlRateHelperRate (const boost::shared_ptr< QuantLibAddin::RateHelper > &qlarh)

Classes

Namespaces

Typedefs

Functions