26#ifndef quantlib_libor_hpp
27#define quantlib_libor_hpp
44 const Calendar& financialCenterCalendar,
78 const Calendar& financialCenterCalendar,
base class for all O/N-S/N BBA LIBOR indexes but the EUR ones
Shared handle to an observable.
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
const DayCounter & dayCounter() const
const Currency & currency() const
Date fixingDate(const Date &valueDate) const
std::string familyName() const
base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones
Date valueDate(const Date &fixingDate) const override
Date maturityDate(const Date &valueDate) const override
Calendar jointCalendar() const
Calendar financialCenterCalendar_
ext::shared_ptr< IborIndex > clone(const Handle< YieldTermStructure > &h) const override
returns a copy of itself linked to a different forwarding curve
unsigned QL_INTEGER Natural
positive integer
base class for Inter-Bank-Offered-Rate indexes