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QuantLib_GBPLiborON
Langue: en
Version: 381544 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::GBPLiborON -Overnight GBP Libor index.
SYNOPSIS
#include <ql/indexes/ibor/gbplibor.hpp>
Inherits QuantLib::DailyTenorGBPLibor.
Public Member Functions
GBPLiborON (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
Overnight GBP Libor index.
Author
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