QuantLib_DailyTenorCHFLibor man page

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

Synopsis

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

Inherits DailyTenorLibor.

Public Member Functions

DailyTenorCHFLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Additional Inherited Members

Detailed Description

base class for the one day deposit BBA CHF LIBOR indexes

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

DailyTenorCHFLibor(3) is an alias of QuantLib_DailyTenorCHFLibor(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib