QuantLib_JPYLibor (3) Linux Manual Page

QuantLib::JPYLibor – JPY LIBOR rate

Synopsis

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

Inherits QuantLib::Libor.

Public Member Functions

JPYLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

JPY LIBOR rate

Japanese Yen LIBOR fixed by BBA.

See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.

Warning

This is the rate fixed in London by BBA. Use TIBOR if you’re interested in the Tokio fixing.

Author

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