GBPLibor (3) Linux Manual Page

ql/indexes/ibor/gbplibor.hpp – GBP LIBOR rate

Synopsis

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/currencies/europe.hpp>

Classes

class GBPLibor
GBP LIBOR rate
class DailyTenorGBPLibor
base class for the one day deposit BBA GBP LIBOR indexes
class GBPLiborON
Overnight GBP Libor index.

Detailed Description

GBP LIBOR rate

Author

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