QuantLib_DKKLibor

Langue: en

Autres versions - même langue

Version: 382189 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::DKKLibor -

DKK LIBOR rate

SYNOPSIS


#include <ql/indexes/ibor/dkklibor.hpp>

Inherits QuantLib::Libor.

Public Member Functions


DKKLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

DKK LIBOR rate

Danish Krona LIBOR fixed by BBA.

See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.

Author

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