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QuantLib_CHFLibor
Langue: en
Version: 383874 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::CHFLibor -CHF LIBOR rate
SYNOPSIS
#include <ql/indexes/ibor/chflibor.hpp>
Inherits QuantLib::Libor.
Public Member Functions
CHFLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
CHF LIBOR rate
Swiss Franc LIBOR fixed by BBA.
See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.
Warning
- This is the rate fixed in London by BBA. Use ZIBOR if you're interested in the Zurich fixing.
Author
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