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

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
 

Detailed Description

GBP LIBOR rate

Definition in file gbplibor.hpp.