24#ifndef quantlib_bibor_hpp
25#define quantlib_bibor_hpp
80 class [[deprecated(
"If needed, use the Bibor class with an explicit tenor instead")]]
Bibor9M :
public Bibor {
Bibor1M(const Handle< YieldTermStructure > &h={})
Bibor1Y(const Handle< YieldTermStructure > &h={})
Bibor2M(const Handle< YieldTermStructure > &h={})
Bibor3M(const Handle< YieldTermStructure > &h={})
Bibor6M(const Handle< YieldTermStructure > &h={})
Bibor9M(const Handle< YieldTermStructure > &h={})
BiborSW(const Handle< YieldTermStructure > &h={})
Shared handle to an observable.
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
base class for Inter-Bank-Offered-Rate indexes