Libor Class Reference
#include <ql/Indexes/libor.hpp>
Inheritance diagram for Libor:

Detailed Description
base class for BBA LIBOR indexes
Public Member Functions | |
Libor (const std::string &familyName, Integer n, TimeUnit units, Integer settlementDays, const Currency ¤cy, const Calendar &localCalendar, const Calendar ¤cyCalendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h) | |
Date calculations | |
Date | valueDate (const Date &fixingDate) const |
Date | maturityDate (const Date &valueDate) const |