QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
indexes
ibor
dkklibor.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file dkklibor.hpp
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\brief %DKK %LIBOR rate
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*/
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#ifndef quantlib_dkk_libor_hpp
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#define quantlib_dkk_libor_hpp
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#include <
ql/indexes/ibor/libor.hpp
>
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#include <
ql/time/calendars/denmark.hpp
>
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#include <
ql/time/daycounters/actual360.hpp
>
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#include <
ql/currencies/europe.hpp
>
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namespace
QuantLib
{
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//! %DKK %LIBOR rate
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/*! Danish Krona LIBOR discontinued as of 2013.
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*/
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class
DKKLibor
:
public
Libor
{
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public
:
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DKKLibor
(
const
Period
&
tenor
,
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const
Handle<YieldTermStructure>
& h = {})
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:
Libor
(
"DKKLibor"
,
tenor
,
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2,
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DKKCurrency
(),
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Denmark
(),
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Actual360
(), h) {}
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};
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}
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#endif
actual360.hpp
act/360 day counter
QuantLib::Actual360
Actual/360 day count convention.
Definition:
actual360.hpp:37
QuantLib::DKKCurrency
Danish krone.
Definition:
europe.hpp:101
QuantLib::DKKLibor
DKK LIBOR rate
Definition:
dkklibor.hpp:38
QuantLib::DKKLibor::DKKLibor
DKKLibor(const Period &tenor, const Handle< YieldTermStructure > &h={})
Definition:
dkklibor.hpp:40
QuantLib::Denmark
Danish calendar.
Definition:
denmark.hpp:56
QuantLib::Handle
Shared handle to an observable.
Definition:
handle.hpp:41
QuantLib::InterestRateIndex::tenor
Period tenor() const
Definition:
interestrateindex.hpp:62
QuantLib::Libor
base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones
Definition:
libor.hpp:38
QuantLib::Period
Definition:
period.hpp:44
denmark.hpp
Danish calendar.
europe.hpp
European currencies.
libor.hpp
base class for BBA LIBOR indexes
QuantLib
Definition:
any.hpp:35
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