QuantLib_Zibor man page

Zibor — CHF ZIBOR rate  

Synopsis

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

Inherits IborIndex.

Public Member Functions

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

Additional Inherited Members

Detailed Description

CHF ZIBOR rate

Zurich Interbank Offered Rate.

Warning

This is the rate fixed in Zurich by BBA. Use CHFLibor 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 Zibor(3) is an alias of QuantLib_Zibor(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib