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

IborIndex calculated as proxy of some other IborIndex. More...

#include <ql/indexes/iborindex.hpp>

Go to the source code of this file.

Classes

class  ProxyIbor
 IborIndex calculated as proxy of some other IborIndex. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

IborIndex calculated as proxy of some other IborIndex.

Definition in file proxyibor.hpp.