QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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GBP LIBOR rate More...
#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/currencies/europe.hpp>
Go to the source code of this file.
Classes | |
class | GBPLibor |
GBP LIBOR rate More... | |
class | DailyTenorGBPLibor |
Base class for the one day deposit ICE GBP LIBOR indexes. More... | |
class | GBPLiborON |
Overnight GBP Libor index. More... | |
Namespaces | |
namespace | QuantLib |
GBP LIBOR rate
Definition in file gbplibor.hpp.