Zibor Class Reference

#include <ql/indexes/ibor/zibor.hpp>

Inheritance diagram for Zibor:

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List of all members.

Detailed Description

CHF ZIBOR rate

Zurich Interbank Offered Rate.

Warning:
This is the rate fixed in Zurich by BBA. Use CHFLibor if you're interested in the London fixing by BBA.
Todo:
check settlement days, end-of-month adjustment, and day-count convention.


Public Member Functions

 Zibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())