QuantLib_JPYLibor man page

JPYLibor — JPY LIBOR rate

Synopsis

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

Inherits Libor.

Public Member Functions

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

Additional Inherited Members

Detailed Description

JPY LIBOR rate

Japanese Yen LIBOR fixed by ICE.

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

Warning

This is the rate fixed in London by ICE. Use TIBOR if you're interested in the Tokio fixing.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

JPYLibor(3) is an alias of QuantLib_JPYLibor(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib