iborindex.hpp

Langue: en

Autres versions - même langue

Version: 373769 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/indexes/iborindex.hpp -

base class for Inter-Bank-Offered-Rate indexes

SYNOPSIS


#include <ql/indexes/interestrateindex.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes


class IborIndex
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)

Detailed Description

base class for Inter-Bank-Offered-Rate indexes

Author

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