Rechercher une page de manuel
QuantLib_USDLiborON
Langue: en
Version: 163020 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::USDLiborON - Overnight USD Libor index.SYNOPSIS
#include <ql/indexes/ibor/usdlibor.hpp>
Inherits QuantLib::DailyTenorUSDLibor.
Public Member Functions
USDLiborON (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
Overnight USD Libor index.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre