24#ifndef quantlib_bbsw_hpp
25#define quantlib_bbsw_hpp
49 "for daily tenors (" << this->
tenor() <<
50 ") dedicated DailyTenor constructor must be used");
Actual/365 (Fixed) day counter.
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.)
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
@ HalfMonthModifiedFollowing
base class for Inter-Bank-Offered-Rate indexes