zibor.hpp

Langue: en

Autres versions - même langue

Version: 381066 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/indexes/ibor/zibor.hpp -

CHF ZIBOR rate

SYNOPSIS


#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/switzerland.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/europe.hpp>

Classes


class Zibor
CHF ZIBOR rate

Detailed Description

CHF ZIBOR rate

Author

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