USDLibor Class Reference

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

Inheritance diagram for USDLibor:

Inheritance graph
[legend]
List of all members.

Detailed Description

USD LIBOR rate

US Dollar LIBOR fixed by BBA.

See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.


Public Member Functions

 USDLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >(), Natural settlementDays=2)