QuantLib_GbpLiborSwapIsdaFix man page

GbpLiborSwapIsdaFix — GbpLiborSwapIsdaFix index base class  


#include <ql/indexes/swap/gbpliborswap.hpp>

Inherits SwapIndex.

Public Member Functions

GbpLiborSwapIsdaFix (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
GbpLiborSwapIsdaFix (const Period &tenor, const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting)

Additional Inherited Members

Detailed Description

GbpLiborSwapIsdaFix index base class

GBP Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am London. Semiannual Actual/365F vs 6M Libor, 1Y Annual vs 3M Libor. Reuters page ISDAFIX4 or GBPSFIX=.

Further info can be found at http://www.isda.org/fix/isdafix.html or Reuters page ISDAFIX.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page GbpLiborSwapIsdaFix(3) is an alias of QuantLib_GbpLiborSwapIsdaFix(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib