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zibor.hpp
Langue: en
Version: 166811 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/indexes/ibor/zibor.hpp - CHF ZIBOR rateSYNOPSIS
#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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