tibor.hpp

Langue: en

Autres versions - même langue

Version: 374768 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/indexes/ibor/tibor.hpp -

JPY TIBOR rate

SYNOPSIS


#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/japan.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/currencies/asia.hpp>

Classes


class Tibor
JPY TIBOR index

Detailed Description

JPY TIBOR rate

Author

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