QuantLib_ProxyIbor man page

ProxyIbor — IborIndex calculated as proxy of some other IborIndex.

Synopsis

#include <ql/experimental/coupons/proxyibor.hpp>

Inherits IborIndex.

Public Member Functions

ProxyIbor (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency &currency, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, const Handle< Quote > &gearing, const boost::shared_ptr< IborIndex > &iborIndex, const Handle< Quote > &spread)

Additional Inherited Members

Detailed Description

IborIndex calculated as proxy of some other IborIndex.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

ProxyIbor(3) is an alias of QuantLib_ProxyIbor(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib