27#ifndef quantlib_usd_libor_hpp
28#define quantlib_usd_libor_hpp
Actual/360 day count convention.
base class for all O/N-S/N BBA LIBOR indexes but the EUR ones
base class for the one day deposit ICE USD LIBOR indexes
DailyTenorUSDLibor(Natural settlementDays, const Handle< YieldTermStructure > &h={})
Shared handle to an observable.
base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones
USDLibor(const Period &tenor, const Handle< YieldTermStructure > &h={})
Overnight USD Libor index.
USDLiborON(const Handle< YieldTermStructure > &h={})
@ LiborImpact
Libor impact calendar.
unsigned QL_INTEGER Natural
positive integer
base class for BBA LIBOR indexes