ql/indexes/ibor/jibar.hpp File Reference
Detailed Description
JIBAR rate
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/southafrica.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/currencies/africa.hpp>
Include dependency graph for jibar.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | Jibar |
JIBAR rate More... |