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 &currency, const Calendar &financialCenterCalendar, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

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

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.

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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

jointCalendar(3) and Libor(3) are aliases of QuantLib_Libor(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib