QuantLib_ProxyIbor man page
ProxyIbor — IborIndex calculated as proxy of some other IborIndex.
Public Member Functions
ProxyIbor (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency ¤cy, 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
IborIndex calculated as proxy of some other IborIndex.
Generated automatically by Doxygen for QuantLib from the source code.
The man page ProxyIbor(3) is an alias of QuantLib_ProxyIbor(3).