ql/indexes/ibor/audlibor.hpp File Reference

AUD LIBOR rate More...

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/australia.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/oceania.hpp>

Include dependency graph for audlibor.hpp:


Classes

class  AUDLibor
 AUD LIBOR rate More...

Detailed Description

AUD LIBOR rate