ql/indexes/ibor/chflibor.hpp File Reference

CHF LIBOR rate More...

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/switzerland.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/europe.hpp>
Include dependency graph for chflibor.hpp:

Classes

class  CHFLibor
 CHF LIBOR rate More...
class  DailyTenorCHFLibor
 base class for the one day deposit BBA CHF LIBOR indexes More...

Detailed Description

CHF LIBOR rate