QuantLib_DailyTenorJPYLibor man page

DailyTenorJPYLibor — base class for the one day deposit ICE JPY LIBOR indexes

Synopsis

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

Inherits DailyTenorLibor.

Public Member Functions

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

Additional Inherited Members

Detailed Description

base class for the one day deposit ICE JPY LIBOR indexes

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

DailyTenorJPYLibor(3) is an alias of QuantLib_DailyTenorJPYLibor(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib