ql/Indexes/audlibor.hpp File Reference


Detailed Description

AUD Libor index (check settlement days)

#include <ql/Indexes/xibor.hpp>
#include <ql/Calendars/sydney.hpp>
#include <ql/DayCounters/actual365fixed.hpp>
#include <ql/Currencies/oceania.hpp>

Include dependency graph for audlibor.hpp:

Include dependency graph

Namespaces

namespace  QuantLib

Classes

class  AUDLibor
 AUD Libor index, also known as SIBOR More...

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