I am pretty new in the Quant areaa and using Quantlib. I found the pretty good introductions concerning bootstrapping in the book QuantLib Python Cookbook by Luigi Ballabio. I wanted to understand the RateHelper in detail and the connection to zero pricing (NPV) in the bootstrapping how it works (which classes are used in Quantlib C++), for Deposits, FRA's or Swap's.
Hope the question is not to simple to ask?