DKKLibor (3) - Linux Manuals

DKKLibor: DKK LIBOR rate

NAME

QuantLib::DKKLibor - DKK LIBOR rate

SYNOPSIS

#include <ql/indexes/ibor/dkklibor.hpp>

Inherits QuantLib::Libor.

Public Member Functions

DKKLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

DKK LIBOR rate

Danish Krona LIBOR fixed by BBA.

See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.

Author

Generated automatically by Doxygen for QuantLib from the source code.