AUDLibor Class Reference

AUD LIBOR rate More...

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

Inheritance diagram for AUDLibor:

List of all members.

Public Member Functions

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


Detailed Description

AUD LIBOR rate

Australian Dollar LIBOR fixed by BBA.

See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.