Rechercher une page de manuel
iborindex.hpp
Langue: en
Version: 373769 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/indexes/iborindex.hpp -base class for Inter-Bank-Offered-Rate indexes
SYNOPSIS
#include <ql/indexes/interestrateindex.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
Classes
class IborIndex
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
Detailed Description
base class for Inter-Bank-Offered-Rate indexes
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre