DailyTenorLibor (3) Linux Manual Page

QuantLib::DailyTenorLibor – base class for all O/N-S/N BBA LIBOR indexes but the EUR ones

Synopsis

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

Inherits QuantLib::IborIndex.

Inherited by CADLiborON, DailyTenorCHFLibor, DailyTenorGBPLibor, DailyTenorJPYLibor, and DailyTenorUSDLibor.

Public Member Functions

DailyTenorLibor (const std::string &familyName, Natural settlementDays, const Currency &currency, const Calendar &financialCenterCalendar, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

base class for all O/N-S/N BBA LIBOR indexes but the EUR ones

One day deposit LIBOR fixed by BBA.

See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.

Author

Generated automatically by Doxygen for QuantLib from the source code.