DailyTenorUSDLibor (3) Linux Manual Page

QuantLib::DailyTenorUSDLibor – base class for the one day deposit BBA USD LIBOR indexes

Synopsis

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

Inherits QuantLib::DailyTenorLibor.

Inherited by USDLiborON.

Public Member Functions

DailyTenorUSDLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

base class for the one day deposit BBA USD LIBOR indexes

Author

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