QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
dkklibor.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) 2000, 2001, 2002, 2003 RiskMap srl
5 Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
21/*! \file dkklibor.hpp
22 \brief %DKK %LIBOR rate
23*/
24
25#ifndef quantlib_dkk_libor_hpp
26#define quantlib_dkk_libor_hpp
27
32
33namespace QuantLib {
34
35 //! %DKK %LIBOR rate
36 /*! Danish Krona LIBOR discontinued as of 2013.
37 */
38 class DKKLibor : public Libor {
39 public:
41 const Handle<YieldTermStructure>& h = {})
42 : Libor("DKKLibor", tenor,
43 2,
45 Denmark(),
46 Actual360(), h) {}
47 };
48
49}
50
51#endif
act/360 day counter
Actual/360 day count convention.
Definition: actual360.hpp:37
Danish krone.
Definition: europe.hpp:101
DKK LIBOR rate
Definition: dkklibor.hpp:38
DKKLibor(const Period &tenor, const Handle< YieldTermStructure > &h={})
Definition: dkklibor.hpp:40
Danish calendar.
Definition: denmark.hpp:56
Shared handle to an observable.
Definition: handle.hpp:41
base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones
Definition: libor.hpp:38
Danish calendar.
European currencies.
base class for BBA LIBOR indexes
Definition: any.hpp:35