QuantLib: a free/open-source library for quantitative finance
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seklibor.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2008 Ferdinando Ametrano
5 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
6 Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
7
8 This file is part of QuantLib, a free-software/open-source library
9 for financial quantitative analysts and developers - http://quantlib.org/
10
11 QuantLib is free software: you can redistribute it and/or modify it
12 under the terms of the QuantLib license. You should have received a
13 copy of the license along with this program; if not, please email
14 <quantlib-dev@lists.sf.net>. The license is also available online at
15 <http://quantlib.org/license.shtml>.
16
17 This program is distributed in the hope that it will be useful, but WITHOUT
18 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
19 FOR A PARTICULAR PURPOSE. See the license for more details.
20*/
21
22/*! \file seklibor.hpp
23 \brief %SEK %LIBOR rate
24*/
25
26#ifndef quantlib_sek_libor_hpp
27#define quantlib_sek_libor_hpp
28
33
34namespace QuantLib {
35
36 //! %SEK %LIBOR rate
37 /*! Sweden Krone LIBOR discontinued as of 2013.
38 */
39 class SEKLibor : public Libor {
40 public:
42 const Handle<YieldTermStructure>& h = {})
43 : Libor("SEKLibor", tenor,
44 2,
46 Sweden(),
47 Actual360(), h) {}
48 };
49
50}
51
52#endif
act/360 day counter
Actual/360 day count convention.
Definition: actual360.hpp:37
Shared handle to an observable.
Definition: handle.hpp:41
base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones
Definition: libor.hpp:38
Swedish krona.
Definition: europe.hpp:268
SEK LIBOR rate
Definition: seklibor.hpp:39
SEKLibor(const Period &tenor, const Handle< YieldTermStructure > &h={})
Definition: seklibor.hpp:41
Swedish calendar.
Definition: sweden.hpp:53
European currencies.
base class for BBA LIBOR indexes
Definition: any.hpp:35
Swedish calendar.