NZDLibor (3) - Linux Manuals

NZDLibor: NZD LIBOR rate

NAME

QuantLib::NZDLibor - NZD LIBOR rate

SYNOPSIS

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

Inherits QuantLib::Libor.

Public Member Functions

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

Detailed Description

NZD LIBOR rate

New Zealand Dollar LIBOR fixed by BBA.

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

Author

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