QuantLib_DailyTenorJPYLibor

Langue: en

Autres versions - même langue

Version: 380180 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::DailyTenorJPYLibor -

base class for the one day deposit BBA JPY LIBOR indexes

SYNOPSIS


#include <ql/indexes/ibor/jpylibor.hpp>

Inherits QuantLib::DailyTenorLibor.

Public Member Functions


DailyTenorJPYLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

base class for the one day deposit BBA JPY LIBOR indexes

Author

Generated automatically by Doxygen for QuantLib from the source code.