QuantLib_SEKLibor (3) - Linux Manuals

QuantLib_SEKLibor: SEK LIBOR rate

NAME

QuantLib::SEKLibor - SEK LIBOR rate

SYNOPSIS


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

Inherits QuantLib::Libor.

Public Member Functions


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

Detailed Description

SEK LIBOR rate

Sweden Krone LIBOR fixed by BBA.

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

Author

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