QuantLib_GbpLiborSwapIsdaFix man page

GbpLiborSwapIsdaFix — GbpLiborSwapIsdaFix index base class

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

GbpLiborSwapIsdaFix(3) is an alias of QuantLib_GbpLiborSwapIsdaFix(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib