QuantLib_AUDLibor (3) - Linux Manuals

QuantLib_AUDLibor: AUD LIBOR rate

NAME

QuantLib::AUDLibor - AUD LIBOR rate

SYNOPSIS


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

Inherits QuantLib::Libor.

Public Member Functions


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

Detailed Description

AUD LIBOR rate

Australian Dollar 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.