Jibar Class Reference
#include <ql/Indexes/jibar.hpp>
Inheritance diagram for Jibar:

Detailed Description
JIBAR rateJohannesburg Interbank Agreed Rate
- Todo:
- check settlement days and day-count convention.
Public Member Functions | |
Jibar (Integer n, TimeUnit units, const Handle< YieldTermStructure > &h, const DayCounter &dc=Actual365Fixed()) |