QuantLib_USDLibor (3) - Linux Man Pages

QuantLib_USDLibor: USD LIBOR rate

NAME

QuantLib::USDLibor - USD LIBOR rate

SYNOPSIS


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

Inherits QuantLib::Libor.

Public Member Functions


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

Detailed Description

USD LIBOR rate

US Dollar LIBOR fixed by BBA.

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

Examples:

Bonds.cpp.

Author

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