DailyTenorCHFLibor (3) Linux Manual Page

QuantLib::DailyTenorCHFLibor – base class for the one day deposit BBA CHF LIBOR indexes

Synopsis

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

Inherits QuantLib::DailyTenorLibor.

Public Member Functions

DailyTenorCHFLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

base class for the one day deposit BBA CHF LIBOR indexes

Author

Generated automatically by Doxygen for QuantLib from the source code.