DEMLibor Class Reference

DEM-LIBOR index. More...

#include <qle/indexes/ibor/demlibor.hpp>

Inheritance diagram for DEMLibor:

Collaboration diagram for DEMLibor:

Public Member Functions
	DEMLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

DEM-LIBOR index.

DEM LIBOR.

Definition at line 40 of file demlibor.hpp.

Constructor & Destructor Documentation

DEMLibor()

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

Definition at line 42 of file demlibor.hpp.

        : Libor("DEM-LIBOR", tenor, 2, DEMCurrency(), Germany(Germany::Settlement), Actual360(), h) {}