QuantLib_USDLibor man page

USDLibor — USD LIBOR rate  

Synopsis

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

Inherits Libor.

Public Member Functions

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

Additional Inherited Members

Detailed Description

USD LIBOR rate

US Dollar LIBOR fixed by ICE.

See https://www.theice.com/marketdata/reports/170.

Examples: Bonds.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page USDLibor(3) is an alias of QuantLib_USDLibor(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib