chflibor.hpp

Langue: en

Autres versions - même langue

Version: 373103 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/indexes/ibor/chflibor.hpp -

CHF LIBOR rate

SYNOPSIS


#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/switzerland.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/europe.hpp>

Classes


class CHFLibor
CHF LIBOR rate
class DailyTenorCHFLibor
base class for the one day deposit BBA CHF LIBOR indexes

Detailed Description

CHF LIBOR rate

Author

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