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

The man page DailyTenorUSDLibor(3) is an alias of QuantLib_DailyTenorUSDLibor(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib