void testYieldFromIRSwap()
{
Settings::instance().evaluationDate() = Date(1, Jan, 2015);

auto dc = Actual360();

auto h1 = boost::shared_ptr<RateHelper>(new DepositRateHelper
                                               (0.03, Period(1, Years), 0.0, UnitedStates(), Following, false, Actual360()));
auto h2 = boost::shared_ptr<RateHelper>(new DepositRateHelper
                                               (0.04, Period(2, Years), 0.0, UnitedStates(), Following, false, Actual360()));

auto index = boost::shared_ptr<IborIndex>(new EURLibor1Y());
auto h3 = boost::shared_ptr<RateHelper>(
                new SwapRateHelper(0.05, Period(3, Years), UnitedStates(), Annual,
                                   Following, Actual360(), index));

std::vector<boost::shared_ptr<RateHelper>> helpers;
helpers.push_back(h1);
helpers.push_back(h2);
helpers.push_back(h3);

boost::shared_ptr<YieldTermStructure> yield(
                new PiecewiseYieldCurve<Discount,LogLinear>(
                    Settings::instance().evaluationDate(), helpers,
                        Actual360()));

const auto t1 = dc.yearFraction(Date(1, Jan, 2015), Date(1, Jan, 2016)); // 1.014
const auto t2 = dc.yearFraction(Date(1, Jan, 2015), Date(1, Jan, 2017)); // 2.031
const auto t3 = dc.yearFraction(Date(1, Jan, 2015), Date(1, Jan, 2018)); // 3.044

std::cout << yield->discount(0)  << std::endl; // Must be 1
std::cout << yield->discount(t1) << std::endl; // 1/((1+0.03) ^ 1.014) = 0.9704721
std::cout << yield->discount(t2) << std::endl; // 1/(1+0.04) ^ 2.031   = 0.9234328
std::cout << yield->discount(t3) << std::endl;
}

Real SwapRateHelper::impliedQuote() const {
    QL_REQUIRE(termStructure_ != 0, "term structure not set");
    // we didn't register as observers - force calculation
    swap_->recalculate();
    // weak implementation... to be improved
    static const Spread basisPoint = 1.0e-4;
    Real floatingLegNPV = swap_->floatingLegNPV();
    Spread spread = spread_.empty() ? 0.0 : spread_->value();
    Real spreadNPV = swap_->floatingLegBPS()/basisPoint*spread;
    Real totNPV = - (floatingLegNPV+spreadNPV);
    Real result = totNPV/(swap_->fixedLegBPS()/basisPoint);
    return result;
}

Real result = totNPV/(swap_->fixedLegBPS()/basisPoint);

bps += cp->nominal() * cp->accrualPeriod() * df;

targetNPV : fixedRate = BPS : 1 basis point