QuantLib_JpyLiborSwapIsdaFixAm man page

JpyLiborSwapIsdaFixAm — JpyLiborSwapIsdaFixAm index base class  


#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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page JpyLiborSwapIsdaFixAm(3) is an alias of QuantLib_JpyLiborSwapIsdaFixAm(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib