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chflibor.hpp
Langue: en
Version: 373103 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/indexes/ibor/chflibor.hpp -CHF LIBOR rate
SYNOPSIS
#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/switzerland.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/europe.hpp>
Classes
class CHFLibor
CHF LIBOR rate
class DailyTenorCHFLibor
base class for the one day deposit BBA CHF LIBOR indexes
Detailed Description
CHF LIBOR rate
Author
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