Jibar Class Reference

#include <ql/indexes/ibor/jibar.hpp>

Inheritance diagram for Jibar:

Inheritance graph
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List of all members.

Detailed Description

JIBAR rate

Johannesburg Interbank Agreed Rate

Todo:
check settlement days and day-count convention.


Public Member Functions

 Jibar (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())