QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
iborindex.hpp File Reference

base class for Inter-Bank-Offered-Rate indexes More...

#include <ql/indexes/interestrateindex.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Go to the source code of this file.

Classes

class  IborIndex
 base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.) More...
 
class  OvernightIndex
 

Namespaces

namespace  QuantLib
 

Detailed Description

base class for Inter-Bank-Offered-Rate indexes

Definition in file iborindex.hpp.