[Quantlib-users] QuantLib query

[Lydia A. <and...@gm...>]

Dear Dr. Luigi Ballabio,

I am a new user to QuantLib and I have some basic questions that I'd like
to ask. I am looking to build a zero-rate curve from observed swap rates --
could you please explain what does SwapRateHelper do? Is it something that
handles the date scheduling internally? Also, what is UsdLiborSwapIsdaFixAm
-- is it an object that specifies the date convention of the USD swap? I
tried to find resource online that explains this but no success.

Thanks for your time in this 🙂.

Best,
Lydia