libor.hpp

Langue: en

Autres versions - même langue

Version: 376018 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/indexes/ibor/libor.hpp -

base class for BBA LIBOR indexes

SYNOPSIS


#include <ql/indexes/iborindex.hpp>

Classes


class Libor
base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
class DailyTenorLibor
base class for all O/N-S/N BBA LIBOR indexes but the EUR ones

Detailed Description

base class for BBA LIBOR indexes

Author

Generated automatically by Doxygen for QuantLib from the source code.