DailyTenorJPYLibor (3) Linux Manual Page
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
Generated automatically by Doxygen for QuantLib from the source code.