Tibor Class Reference

#include <ql/Indexes/tibor.hpp>

Inheritance diagram for Tibor:

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Detailed Description

JPY TIBOR index

Tokyo 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())


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