QuantLib_Libor man page
Libor — base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones
Synopsis
#include <ql/indexes/ibor/libor.hpp>
Inherits IborIndex.
Inherited by AUDLibor, CADLibor, CHFLibor, DKKLibor, GBPLibor, JPYLibor, NZDLibor, SEKLibor, and USDLibor.
Public Member Functions
Libor (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency ¤cy, const Calendar &financialCenterCalendar, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Date calculations
See https://www.theice.com/marketdata/reports/170.
Date valueDate (const Date &fixingDate) const
Date maturityDate (const Date &valueDate) const
Other methods
boost::shared_ptr< IborIndex > clone (const Handle< YieldTermStructure > &h) const
returns a copy of itself linked to a different forwarding curve
Other inspectors
Calendar jointCalendar () const
Additional Inherited Members
Detailed Description
base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones
LIBOR fixed by ICE.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Referenced By
The man pages jointCalendar(3) and Libor(3) are aliases of QuantLib_Libor(3).