GBPLibor Class Reference

#include <ql/Indexes/gbplibor.hpp>

Inheritance diagram for GBPLibor:

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Detailed Description

GBP LIBOR rate

Pound Sterling LIBOR fixed by BBA.

See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.


Public Member Functions

 GBPLibor (Integer n, TimeUnit units, const Handle< YieldTermStructure > &h, const DayCounter &dc=Actual365Fixed())