DailyTenorCHFLibor (3) - Linux Manuals

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

NAME

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

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