ql/indexes/ibor/gbplibor.hpp File Reference
Detailed Description
GBP LIBOR rate
#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/currencies/europe.hpp>
Include dependency graph for gbplibor.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | GBPLibor |
GBP LIBOR rate More... |