CHFLibor Class Reference
CHF LIBOR rate More...
#include <ql/indexes/ibor/chflibor.hpp>
Inheritance diagram for CHFLibor:

Public Member Functions | |
CHFLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |
Detailed Description
CHF LIBOR rate
Swiss Franc LIBOR fixed by BBA.
See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.
- Warning:
- This is the rate fixed in London by BBA. Use ZIBOR if you're interested in the Zurich fixing.