AUDLibor Class Reference
#include <ql/Indexes/audlibor.hpp>
Inheritance diagram for AUDLibor:

Detailed Description
AUD LIBOR rateAustralian Dollar LIBOR fixed by BBA.
See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.
Public Member Functions | |
AUDLibor (Integer n, TimeUnit units, const Handle< YieldTermStructure > &h, const DayCounter &dc=Actual360()) |