Rechercher une page de manuel
QuantLib_UsdLiborSwapIsdaFixPm
Langue: en
Version: 161282 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::UsdLiborSwapIsdaFixPm - UsdLiborSwapIsdaFixPm index base classSYNOPSIS
#include <ql/indexes/swap/usdliborswap.hpp>
Inherits QuantLib::SwapIndex.
Public Member Functions
UsdLiborSwapIsdaFixPm (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
UsdLiborSwapIsdaFixPm index base class
USD Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 3pm New York. Semiannual 30/360 vs 3M Libor. Reuters page ISDAFIX1 or USDSFIXP=.
Further info can be found at <http://www.isda.org/fix/isdafix.html> or Reuters page ISDAFIX.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre