QuantLib_Zibor (3) Linux Manual Page

QuantLib::Zibor – CHF ZIBOR rate

Synopsis

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

Inherits QuantLib::IborIndex.

Public Member Functions

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

Detailed Description

CHF ZIBOR rate

Zurich Interbank Offered Rate.

Warning

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

Possible enhancements

check settlement days, end-of-month adjustment, and day-count convention.

Author

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