QuantLib_DailyTenorGBPLibor (3) Linux Manual Page

QuantLib::DailyTenorGBPLibor – base class for the one day deposit BBA GBP LIBOR indexes

Synopsis

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

Inherits QuantLib::DailyTenorLibor.

Inherited by GBPLiborON.

Public Member Functions

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

Detailed Description

base class for the one day deposit BBA GBP LIBOR indexes

Author

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