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...