Rechercher une page de manuel
usdlibor.hpp
Langue: en
Version: 374390 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/indexes/ibor/usdlibor.hpp -USD LIBOR rate
SYNOPSIS
#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedstates.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/america.hpp>
Classes
class USDLibor
USD LIBOR rate
class DailyTenorUSDLibor
base class for the one day deposit BBA USD LIBOR indexes
class USDLiborON
Overnight USD Libor index.
Detailed Description
USD LIBOR rate
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre