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

Detailed Description
TRY LIBOR rateTRY LIBOR fixed by TBA.
See <http://www.trlibor.org/trlibor/english/default.asp>
- Todo:
- check end-of-month adjustment.
Public Member Functions | |
TRLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |