QuantLib_USDLiborON

Langue: en

Autres versions - même langue

Version: 379144 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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

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