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QuantLib_Jibar
Langue: en
Version: 171739 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Jibar - JIBAR rateSYNOPSIS
#include <ql/indexes/ibor/jibar.hpp>
Inherits QuantLib::IborIndex.
Public Member Functions
Jibar (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
JIBAR rate
Johannesburg Interbank Agreed Rate
Possible enhancements
- check settlement days and day-count convention.
Author
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