QuantLib_Tibor man page

Tibor — JPY TIBOR index  

Synopsis

#include <ql/indexes/ibor/tibor.hpp>

Inherits IborIndex.

Public Member Functions

Tibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Additional Inherited Members

Detailed Description

JPY TIBOR index

Tokyo Interbank Offered Rate.

Warning

This is the rate fixed in Tokio by JBA. Use JPYLibor if you're interested in the London fixing by BBA.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page Tibor(3) is an alias of QuantLib_Tibor(3).

Wed Aug 2 2017 Version 1.10 QuantLib