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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces
genericiborindex.hpp File Reference

Generic Ibor Index. More...

#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/time/daycounters/actual360.hpp>

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Classes

class  GenericIborIndex
 Generic Ibor Index. More...
 

Namespaces

namespace  QuantExt
 

Detailed Description

Generic Ibor Index.

Definition in file genericiborindex.hpp.