Tibor Class Reference
#include <ql/indexes/ibor/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 and end-of-month adjustment.
Public Member Functions | |
Tibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |