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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2000-2005 Sercan Atalik

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file trlibor.hpp
    \brief %TRY %LIBOR rate

#ifndef quantlib_try_libor_hpp
#define quantlib_try_libor_hpp

#include <ql/Indexes/xibor.hpp>
#include <ql/Calendars/istanbul.hpp>
#include <ql/DayCounters/actual360.hpp>
#include <ql/Currencies/europe.hpp>

namespace QuantLib {

    //! %TRY %LIBOR rate
    /*! TRY LIBOR fixed by TBA.

        See <http://www.trlibor.org/trlibor/english/default.asp>
00039     class TRLibor : public Xibor {
        TRLibor(Integer n, TimeUnit units,
                 const Handle<YieldTermStructure>& h,
                 const DayCounter& dc = Actual360())
        : Xibor("TRLibor", n, units, 0, TRYCurrency(),
                ModifiedFollowing, dc, h) {}



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