QuantLib_DailyTenorJPYLibor (3) - Linux Man Pages

QuantLib_DailyTenorJPYLibor: base class for the one day deposit BBA JPY LIBOR indexes

NAME

QuantLib::DailyTenorJPYLibor - base class for the one day deposit BBA JPY LIBOR indexes

SYNOPSIS


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

Inherits QuantLib::DailyTenorLibor.

Public Member Functions


DailyTenorJPYLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

base class for the one day deposit BBA JPY LIBOR indexes

Author

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