DKKLibor Class Reference

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

Inheritance diagram for DKKLibor:

Inheritance graph
[legend]
List of all members.

Detailed Description

DKK LIBOR rate

Danish Krona LIBOR fixed by BBA.

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


Public Member Functions

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