25#ifndef quantlib_gbp_libor_hpp
26#define quantlib_gbp_libor_hpp
28#include <ql/indexes/ibor/libor.hpp>
29#include <ql/time/calendars/unitedkingdom.hpp>
30#include <ql/time/daycounters/actual365fixed.hpp>
31#include <ql/currencies/europe.hpp>
Actual/365 (Fixed) day count convention.
Base class for the one day deposit ICE GBP LIBOR indexes.
DailyTenorGBPLibor(Natural settlementDays, const Handle< YieldTermStructure > &h={})
base class for all O/N-S/N BBA LIBOR indexes but the EUR ones
GBPLibor(const Period &tenor, const Handle< YieldTermStructure > &h={})
Overnight GBP Libor index.
GBPLiborON(const Handle< YieldTermStructure > &h={})
Shared handle to an observable.
base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones
United Kingdom calendars.
@ Exchange
London stock-exchange calendar.
unsigned QL_INTEGER Natural
positive integer