AUDLibor (3) Linux Manual Page

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

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