JPYLibor Class Reference

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

Inheritance diagram for JPYLibor:

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List of all members.

Detailed Description

JPY LIBOR rate

Japanese Yen LIBOR fixed by BBA.

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

Warning:
This is the rate fixed in London by BBA. Use TIBOR if you're interested in the Tokio fixing.


Public Member Functions

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