DKKLibor (3) Linux Manual Page
QuantLib::DKKLibor – DKK LIBOR rate
Synopsis
#include <ql/indexes/ibor/dkklibor.hpp>Inherits QuantLib::Libor.
Public Member Functions
DKKLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())Detailed Description
DKK LIBOR rateDanish Krona LIBOR fixed by BBA.
See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.
