Tibor Class Reference

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

Inheritance diagram for Tibor:

Inheritance graph
[legend]
List of all members.

Detailed Description

JPY TIBOR index

Tokyo Interbank Offered Rate.

Warning:
This is the rate fixed in Tokio by JBA. Use JPYLibor if you're interested in the London fixing by BBA.
Todo:
check settlement days and end-of-month adjustment.


Public Member Functions

 Tibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())