QuantLib_DailyTenorGBPLibor man page

DailyTenorGBPLibor — Base class for the one day deposit ICE GBP LIBOR indexes.

Synopsis

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

Inherits DailyTenorLibor.

Inherited by GBPLiborON.

Public Member Functions

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

Additional Inherited Members

Detailed Description

Base class for the one day deposit ICE GBP LIBOR indexes.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

DailyTenorGBPLibor(3) is an alias of QuantLib_DailyTenorGBPLibor(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib