ql/indexes/ibor/audlibor.hpp File Reference


Detailed Description

AUD LIBOR rate

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/calendars/australia.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/oceania.hpp>

Include dependency graph for audlibor.hpp:


Namespaces

namespace  QuantLib

Classes

class  AUDLibor
 AUD LIBOR rate More...