Merge pull request lballabio#442.

FRA rate helper constructors
nistick21 · Jan 28, 2022 · 6513254 · 6513254
2 parents a6ed59c + 34560a0
commit 6513254
Showing 1 changed file with 12 additions and 0 deletions.
diff --git a/SWIG/ratehelpers.i b/SWIG/ratehelpers.i
@@ -150,6 +150,18 @@ class FraRateHelper : public RateHelper {
                   Pillar::Choice pillar = Pillar::LastRelevantDate,
                   Date customPillarDate = Date(),
                   bool useIndexedCoupon = true);
+    FraRateHelper(Rate rate,
+                  Period periodToStart,
+                  const ext::shared_ptr<IborIndex>& iborIndex,
+                  Pillar::Choice pillar = Pillar::LastRelevantDate,
+                  Date customPillarDate = Date(),
+                  bool useIndexedCoupon = true);
+    FraRateHelper(const Handle<Quote>& rate,
+                  Period periodToStart,
+                  const ext::shared_ptr<IborIndex>& iborIndex,
+                  Pillar::Choice pillar = Pillar::LastRelevantDate,
+                  Date customPillarDate = Date(),
+                  bool useIndexedCoupon = true);
 };
 
 %shared_ptr(FuturesRateHelper)