QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
trlibor.hpp
Go to the documentation of this file.
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2005 Sercan Atalik
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file trlibor.hpp
21 \brief %TRY %LIBOR rate
22*/
23
24#ifndef quantlib_try_libor_hpp
25#define quantlib_try_libor_hpp
26
31
32namespace QuantLib {
33
34 //! %TRY %LIBOR rate
35 /*! TRY LIBOR fixed by TBA.
36
37 See <http://www.trlibor.org/trlibor/english/>
38
39 \todo check end-of-month adjustment.
40 */
41 class TRLibor : public IborIndex {
42 public:
44 const Handle<YieldTermStructure>& h = {})
45 : IborIndex("TRLibor", tenor, 0, TRYCurrency(),
46 Turkey(), ModifiedFollowing, false,
47 Actual360(), h) {}
48 };
49
50}
51
52
53#endif
54
act/360 day counter
Actual/360 day count convention.
Definition: actual360.hpp:37
Shared handle to an observable.
Definition: handle.hpp:41
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
Definition: iborindex.hpp:35
TRY LIBOR rate
Definition: trlibor.hpp:41
TRLibor(const Period &tenor, const Handle< YieldTermStructure > &h={})
Definition: trlibor.hpp:43
New Turkish lira.
Definition: europe.hpp:303
Turkish calendar.
Definition: turkey.hpp:54
European currencies.
base class for Inter-Bank-Offered-Rate indexes
Definition: any.hpp:35
Turkish calendar.