jpylibor.hpp

Langue: en

Autres versions - même langue

Version: 375931 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/indexes/ibor/jpylibor.hpp -

JPY LIBOR rate

SYNOPSIS


#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/calendars/japan.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/asia.hpp>

Classes


class JPYLibor
JPY LIBOR rate
class DailyTenorJPYLibor
base class for the one day deposit BBA JPY LIBOR indexes

Detailed Description

JPY LIBOR rate

Author

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