Tibor (3) Linux Manual Page
QuantLib::Tibor – JPY TIBOR index Synopsis #include <ql/indexes/ibor/tibor.hpp> Inherits QuantLib::IborIndex. Public Member Functions Tibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed Description JPY TIBOR index Tokyo Interbank Offered Rate. Warning This is the rate fixed in Tokio by JBA. Use JPYLibor if you’re interested in the London fixing by BBA. Possible…
