TRLibor (3) Linux Manual Page
QuantLib::TRLibor – TRY LIBOR rate Synopsis #include <ql/indexes/ibor/trlibor.hpp> Inherits QuantLib::IborIndex. Public Member Functions TRLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed Description TRY LIBOR rate TRY LIBOR fixed by TBA. See <http://www.trlibor.org/trlibor/english/default.asp> Possible enhancements check end-of-month adjustment. Author Generated automatically by Doxygen for QuantLib from the source code.
