QuantLib_DailyTenorLibor man page

DailyTenorLibor — base class for all O/N-S/N BBA LIBOR indexes but the EUR ones

Synopsis

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

Inherits IborIndex.

Inherited by CADLiborON, DailyTenorCHFLibor, DailyTenorGBPLibor, DailyTenorJPYLibor, and DailyTenorUSDLibor.

Public Member Functions

DailyTenorLibor (const std::string &familyName, Natural settlementDays, const Currency &currency, const Calendar &financialCenterCalendar, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Additional Inherited Members

Detailed Description

base class for all O/N-S/N BBA LIBOR indexes but the EUR ones

One day deposit LIBOR fixed by ICE.

See https://www.theice.com/marketdata/repor….

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

DailyTenorLibor(3) is an alias of QuantLib_DailyTenorLibor(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib