Rechercher une page de manuel
QuantLib_JpyLiborSwapIsdaFixAm
Langue: en
Version: 378646 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::JpyLiborSwapIsdaFixAm -JpyLiborSwapIsdaFixAm index base class
SYNOPSIS
#include <ql/indexes/swap/jpyliborswap.hpp>
Inherits QuantLib::SwapIndex.
Public Member Functions
JpyLiborSwapIsdaFixAm (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
JpyLiborSwapIsdaFixAm index base class
JPY Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 10am Tokyo. Semiannual Act/365 vs 6M Libor. Reuters page ISDAFIX1 or JPYSFIXA=.
Further info can be found at <http://www.isda.org/fix/isdafix.html> or Reuters page ISDAFIX.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre