TRLibor (3) - Linux Manuals

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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