chflibor (3) - Linux Manuals

chflibor: CHF LIBOR rate

NAME

ql/indexes/ibor/chflibor.hpp - CHF LIBOR rate

SYNOPSIS

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/switzerland.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/europe.hpp>

Classes

class CHFLibor
CHF LIBOR rate
class DailyTenorCHFLibor
base class for the one day deposit BBA CHF LIBOR indexes

Detailed Description

CHF LIBOR rate

Author

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