ql/indexes/ibor/nzdlibor.hpp File Reference


Detailed Description

NZD LIBOR rate

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/calendars/newzealand.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/oceania.hpp>

Include dependency graph for nzdlibor.hpp:


Namespaces

namespace  QuantLib

Classes

class  NZDLibor
 NZD LIBOR rate More...