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QuantLib_DailyTenorLibor
Langue: en
Version: 381485 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::DailyTenorLibor -base class for all O/N-S/N BBA LIBOR indexes but the EUR ones
SYNOPSIS
#include <ql/indexes/ibor/libor.hpp>
Inherits QuantLib::IborIndex.
Inherited by CADLiborON, DailyTenorCHFLibor, DailyTenorGBPLibor, DailyTenorJPYLibor, and DailyTenorUSDLibor.
Public Member Functions
DailyTenorLibor (const std::string &familyName, Natural settlementDays, const Currency ¤cy, const Calendar &financialCenterCalendar, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
base class for all O/N-S/N BBA LIBOR indexes but the EUR ones
One day deposit LIBOR fixed by BBA.
See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.
Author
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Contenus ©2006-2024 Benjamin Poulain
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