CHFLibor (3) - Linux Man Pages

CHFLibor: CHF LIBOR rate

NAME

QuantLib::CHFLibor - CHF LIBOR rate

SYNOPSIS


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

Inherits QuantLib::Libor.

Public Member Functions


CHFLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

CHF LIBOR rate

Swiss Franc LIBOR fixed by BBA.

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

Warning

This is the rate fixed in London by BBA. Use ZIBOR if you're interested in the Zurich fixing.

Author

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