QuantLib_DailyTenorCHFLibor (3) - Linux Manuals
QuantLib_DailyTenorCHFLibor: base class for the one day deposit BBA CHF LIBOR indexes
NAME
QuantLib::DailyTenorCHFLibor - base class for the one day deposit BBA CHF LIBOR indexes
SYNOPSIS
#include <ql/indexes/ibor/chflibor.hpp>
Inherits QuantLib::DailyTenorLibor.
Public Member Functions
DailyTenorCHFLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
base class for the one day deposit BBA CHF LIBOR indexes
Author
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