QuantLib_Jibar

Langue: en

Autres versions - même langue

Version: 383549 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Jibar -

JIBAR rate

SYNOPSIS


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

Inherits QuantLib::IborIndex.

Public Member Functions


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

Detailed Description

JIBAR rate

Johannesburg Interbank Agreed Rate

Possible enhancements

check settlement days and day-count convention.

Author

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