24#ifndef quantlib_bbsw_hpp
25#define quantlib_bbsw_hpp
27#include <ql/indexes/iborindex.hpp>
28#include <ql/time/calendars/australia.hpp>
29#include <ql/time/daycounters/actual365fixed.hpp>
30#include <ql/currencies/oceania.hpp>
49 "for daily tenors (" << this->
tenor() <<
50 ") dedicated DailyTenor constructor must be used");
Actual/365 (Fixed) day count convention.
Bbsw1M(const Handle< YieldTermStructure > &h={})
Bbsw2M(const Handle< YieldTermStructure > &h={})
Bbsw3M(const Handle< YieldTermStructure > &h={})
Bbsw4M(const Handle< YieldTermStructure > &h={})
Bbsw5M(const Handle< YieldTermStructure > &h={})
Bbsw6M(const Handle< YieldTermStructure > &h={})
Bbsw(const Period &tenor, const Handle< YieldTermStructure > &h={})
Shared handle to an observable.
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
@ HalfMonthModifiedFollowing