QuantLib_JpyLiborSwapIsdaFixAm (3) - Linux Manuals

QuantLib_JpyLiborSwapIsdaFixAm: JpyLiborSwapIsdaFixAm index base class

Command to display QuantLib_JpyLiborSwapIsdaFixAm manual in Linux: $ man 3 QuantLib_JpyLiborSwapIsdaFixAm

NAME

QuantLib::JpyLiborSwapIsdaFixAm - JpyLiborSwapIsdaFixAm index base class

SYNOPSIS

#include <ql/indexes/swap/jpyliborswap.hpp>

Inherits QuantLib::SwapIndex.

Public Member Functions

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

Detailed Description

JpyLiborSwapIsdaFixAm index base class

JPY Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 10am Tokyo. Semiannual Act/365 vs 6M Libor. Reuters page ISDAFIX1 or JPYSFIXA=.

Further info can be found at <http://www.isda.org/fix/isdafix.html> or Reuters page ISDAFIX.

Author

Generated automatically by Doxygen for QuantLib from the source code.