QuantLib_DailyTenorUSDLibor man page

DailyTenorUSDLibor — base class for the one day deposit ICE USD LIBOR indexes

Synopsis

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

Inherits DailyTenorLibor.

Inherited by USDLiborON.

Public Member Functions

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

Additional Inherited Members

Detailed Description

base class for the one day deposit ICE USD LIBOR indexes

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

DailyTenorUSDLibor(3) is an alias of QuantLib_DailyTenorUSDLibor(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib