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

Detailed Description
NZD LIBOR rateNew Zealand Dollar LIBOR fixed by BBA.
See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.
Public Member Functions | |
NZDLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >(), Natural settlementDays=2) |