ql/indexes/ibor/gbplibor.hpp File Reference


Detailed Description

GBP LIBOR rate

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/currencies/europe.hpp>

Include dependency graph for gbplibor.hpp:


Namespaces

namespace  QuantLib

Classes

class  GBPLibor
 GBP LIBOR rate More...