QuantLib_TRLibor

Langue: en

Autres versions - même langue

Version: 374904 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::TRLibor -

TRY LIBOR rate

SYNOPSIS


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

Inherits QuantLib::IborIndex.

Public Member Functions


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

Detailed Description

TRY LIBOR rate

TRY LIBOR fixed by TBA.

See <http://www.trlibor.org/trlibor/english/default.asp>

Possible enhancements

check end-of-month adjustment.

Author

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