QuantLib_GBPLibor man page

GBPLibor — GBP LIBOR rate

Synopsis

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

Inherits Libor.

Public Member Functions

GBPLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Additional Inherited Members

Detailed Description

GBP LIBOR rate

Pound Sterling LIBOR fixed by ICE.

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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

GBPLibor(3) is an alias of QuantLib_GBPLibor(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib