ql/indexes/iborindex.hpp File Reference


Detailed Description

base class for Inter-Bank-Offered-Rate indexes

#include <ql/yieldtermstructure.hpp>
#include <ql/indexes/interestrateindex.hpp>

Include dependency graph for iborindex.hpp:


Namespaces

namespace  QuantLib

Classes

class  IborIndex
 base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.) More...