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gbplibor.hpp
Langue: en
Version: 375387 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/indexes/ibor/gbplibor.hpp -GBP LIBOR rate
SYNOPSIS
#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/currencies/europe.hpp>
Classes
class GBPLibor
GBP LIBOR rate
class DailyTenorGBPLibor
base class for the one day deposit BBA GBP LIBOR indexes
class GBPLiborON
Overnight GBP Libor index.
Detailed Description
GBP LIBOR rate
Author
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