QuantLib_DKKLibor (3) - Linux Manuals

QuantLib_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

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