DailyTenorGBPLibor (3) - Linux Manuals
DailyTenorGBPLibor: base class for the one day deposit BBA GBP LIBOR indexes
NAME
QuantLib::DailyTenorGBPLibor - base class for the one day deposit BBA GBP LIBOR indexes
SYNOPSIS
#include <ql/indexes/ibor/gbplibor.hpp>
Inherits QuantLib::DailyTenorLibor.
Inherited by GBPLiborON.
Public Member Functions
DailyTenorGBPLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
base class for the one day deposit BBA GBP LIBOR indexes
Author
Generated automatically by Doxygen for QuantLib from the source code.