ql/Indexes/zibor.hpp File Reference


Detailed Description

CHF ZIBOR rate

#include <ql/Indexes/xibor.hpp>
#include <ql/Calendars/zurich.hpp>
#include <ql/DayCounters/actual360.hpp>
#include <ql/Currencies/europe.hpp>

Include dependency graph for zibor.hpp:


Namespaces

namespace  QuantLib

Classes

class  Zibor
 CHF ZIBOR rate More...