Tibor Class Reference
#include <ql/Indexes/tibor.hpp>
Inheritance diagram for Tibor:

Detailed Description
JPY TIBOR indexTokyo Interbank Offered Rate.
- Warning:
- This is the rate fixed in Tokio by JBA. Use JPYLibor if you're interested in the London fixing by BBA.
- Todo:
- check settlement days.
Public Member Functions | |
Tibor (Integer n, TimeUnit units, const Handle< YieldTermStructure > &h, const DayCounter &dc=Actual365Fixed()) |