usdlibor (3) - Linux Manuals

usdlibor: USD LIBOR rate

NAME

ql/indexes/ibor/usdlibor.hpp - USD LIBOR rate

SYNOPSIS

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

Classes

class USDLibor
USD LIBOR rate
class DailyTenorUSDLibor
base class for the one day deposit BBA USD LIBOR indexes
class USDLiborON
Overnight USD Libor index.

Detailed Description

USD LIBOR rate

Author

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