ql/indexes/ibor/zibor.hpp File Reference
Detailed Description
CHF ZIBOR rate
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/switzerland.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/europe.hpp>
Include dependency graph for zibor.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | Zibor |
CHF ZIBOR rate More... |