ql/indexes/ibor/jibar.hpp File Reference


Detailed Description

JIBAR rate

#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/southafrica.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/currencies/africa.hpp>

Include dependency graph for jibar.hpp:


Namespaces

namespace  QuantLib

Classes

class  Jibar
 JIBAR rate More...