QuantLib_JpyLiborSwapIsdaFixAm man page

JpyLiborSwapIsdaFixAm — JpyLiborSwapIsdaFixAm index base class

Synopsis

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

Inherits SwapIndex.

Public Member Functions

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

JpyLiborSwapIsdaFixAm (const Period &tenor, const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting)

Additional Inherited Members

Detailed Description

JpyLiborSwapIsdaFixAm index base class

JPY Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 10am Tokyo. Semiannual Act/365 vs 6M Libor. Reuters page ISDAFIX1 or JPYSFIXA=.

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

JpyLiborSwapIsdaFixAm(3) is an alias of QuantLib_JpyLiborSwapIsdaFixAm(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib