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QuantLib_Zibor
Langue: en
Version: 381115 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
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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Contenus ©2006-2024 Benjamin Poulain
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