QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
libor.hpp File Reference

base class for BBA LIBOR indexes More...

#include <ql/indexes/iborindex.hpp>

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Classes

class  Libor
 base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones More...
 
class  DailyTenorLibor
 base class for all O/N-S/N BBA LIBOR indexes but the EUR ones More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

base class for BBA LIBOR indexes

Definition in file libor.hpp.