TRLibor Class Reference

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

Inheritance diagram for TRLibor:

Inheritance graph
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List of all members.

Detailed Description

TRY LIBOR rate

TRY 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 >())