Libor Class Reference
#include <ql/indexes/ibor/libor.hpp>
Inheritance diagram for Libor:

Detailed Description
base class for all BBA LIBOR indexes but the EUR onesLIBOR fixed by BBA.
See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.
- Warning:
- This is not a valid base class for the O/N, S/N index
Public Member Functions | |
Libor (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency ¤cy, const Calendar &financialCenterCalendar, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h) | |
Date calculations | |
Date | valueDate (const Date &fixingDate) const |
Date | maturityDate (const Date &valueDate) const |