20#include <ql/indexes/ibor/bibor.hpp>
21#include <ql/time/calendars/thailand.hpp>
22#include <ql/time/daycounters/actual360.hpp>
23#include <ql/time/daycounters/actual365fixed.hpp>
24#include <ql/currencies/asia.hpp>
39 QL_FAIL(
"invalid time units");
43 bool BiborEOM(
const Period& p) {
52 QL_FAIL(
"invalid time units");
63 BiborConvention(tenor), BiborEOM(tenor),
66 "for daily tenors (" << this->
tenor() <<
67 ") dedicated DailyTenor constructor must be used");
Actual/365 (Fixed) day count convention.
Bibor(const Period &tenor, const Handle< YieldTermStructure > &h={})
Shared handle to an observable.
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
BusinessDayConvention
Business Day conventions.