QuantLib_CHFLibor man page

CHFLibor — CHF LIBOR rate  

Synopsis

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

Inherits Libor.

Public Member Functions

CHFLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Additional Inherited Members

Detailed Description

CHF LIBOR rate

Swiss Franc LIBOR fixed by ICE.

See https://www.theice.com/marketdata/reports/170.

Warning

This is the rate fixed in London by BBA. Use ZIBOR if you're interested in the Zurich fixing.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

CHFLibor(3) is an alias of QuantLib_CHFLibor(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib