DailyTenorLibor (3) - Linux Manuals
DailyTenorLibor: base class for all O/N-S/N BBA LIBOR indexes but the EUR ones
NAME
QuantLib::DailyTenorLibor - base class for all O/N-S/N BBA LIBOR indexes but the EUR ones
SYNOPSIS
#include <ql/indexes/ibor/libor.hpp>
Inherits QuantLib::IborIndex.
Inherited by CADLiborON, DailyTenorCHFLibor, DailyTenorGBPLibor, DailyTenorJPYLibor, and DailyTenorUSDLibor.
Public Member Functions
DailyTenorLibor (const std::string &familyName, Natural settlementDays, const Currency ¤cy, const Calendar &financialCenterCalendar, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
base class for all O/N-S/N BBA LIBOR indexes but the EUR ones
One day deposit 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.