ql/Indexes/jibar.hpp File Reference


Detailed Description

JIBAR rate

#include <ql/Indexes/xibor.hpp>
#include <ql/Calendars/johannesburg.hpp>
#include <ql/DayCounters/actual365fixed.hpp>
#include <ql/Currencies/africa.hpp>

Include dependency graph for jibar.hpp:


Namespaces

namespace  QuantLib

Classes

class  Jibar
 JIBAR rate More...