DailyTenorGBPLibor Class Reference

base class for the one day deposit BBA GBP LIBOR indexes More...

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

Inheritance diagram for DailyTenorGBPLibor:

List of all members.

Public Member Functions

 DailyTenorGBPLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())


Detailed Description

base class for the one day deposit BBA GBP LIBOR indexes