Zibor Class Reference

#include <ql/Indexes/zibor.hpp>

Inheritance diagram for Zibor:

Inheritance graph
[legend]
List of all members.

Detailed Description

CHF ZIBOR rate

Zurich Interbank Offered Rate.

Warning:
This is the rate fixed in Zurich by BBA. Use CHFLibor if you're interested in the London fixing by BBA.
Todo:
check settlement days and day-count.


Public Member Functions

 Zibor (Integer n, TimeUnit units, const Handle< YieldTermStructure > &h, const DayCounter &dc=Actual360())


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen