QuantLib_DailyTenorLibor (3) - Linux Man Pages

QuantLib_DailyTenorLibor: base class for all O/N-S/N BBA LIBOR indexes but the EUR ones

NAME

QuantLib::DailyTenorLibor - base class for all O/N-S/N BBA LIBOR indexes but the EUR ones

SYNOPSIS


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

Inherits QuantLib::IborIndex.

Inherited by CADLiborON, DailyTenorCHFLibor, DailyTenorGBPLibor, DailyTenorJPYLibor, and DailyTenorUSDLibor.

Public Member Functions


DailyTenorLibor (const std::string &familyName, Natural settlementDays, const Currency &currency, const Calendar &financialCenterCalendar, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

base class for all O/N-S/N BBA LIBOR indexes but the EUR ones

One day deposit LIBOR fixed by BBA.

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

Author

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