JPYLibor (3) Linux Manual Page

ql/indexes/ibor/jpylibor.hpp – JPY LIBOR rate

Synopsis

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/calendars/japan.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/asia.hpp>

Classes

class JPYLibor
JPY LIBOR rate
class DailyTenorJPYLibor
base class for the one day deposit BBA JPY LIBOR indexes

Detailed Description

JPY LIBOR rate

Author

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