Tibor Class Reference

JPY TIBOR index More...

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

Inheritance diagram for Tibor:

List of all members.

Public Member Functions

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


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.
Possible enhancements:
check settlement days and end-of-month adjustment.