QuantLib_ChfLiborSwapIsdaFix man page

ChfLiborSwapIsdaFix — ChfLiborSwapIsdaFix index base class  


#include <ql/indexes/swap/chfliborswap.hpp>

Inherits SwapIndex.

Public Member Functions

ChfLiborSwapIsdaFix (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
ChfLiborSwapIsdaFix (const Period &tenor, const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting)

Additional Inherited Members

Detailed Description

ChfLiborSwapIsdaFix index base class

CHF Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am London. Annual 30/360 vs 6M Libor, 1Y vs 3M Libor. Reuters page ISDAFIX4 or CHFSFIX=.

Further info can be found at http://www.isda.org/fix/isdafix.html or Reuters page ISDAFIX.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page ChfLiborSwapIsdaFix(3) is an alias of QuantLib_ChfLiborSwapIsdaFix(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib