QuantLib_TRLibor (3) - Linux Manuals
QuantLib_TRLibor: TRY LIBOR rate
NAME
QuantLib::TRLibor - TRY LIBOR rate
SYNOPSIS
#include <ql/indexes/ibor/trlibor.hpp>
Inherits QuantLib::IborIndex.
Public Member Functions
TRLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
TRY LIBOR rate
TRY LIBOR fixed by TBA.
See <http://www.trlibor.org/trlibor/english/default.asp>
Possible enhancements
- check end-of-month adjustment.
Author
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