Logo Search packages:      
Sourcecode: quantlib version File versions

gbplibor.hpp File Reference


Detailed Description

GBP LIBOR rate

Definition in file gbplibor.hpp.

#include <ql/Indexes/libor.hpp>
#include <ql/Calendars/unitedkingdom.hpp>
#include <ql/DayCounters/actual365fixed.hpp>
#include <ql/Currencies/europe.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::GBPLibor
 GBP LIBOR rate More...


Generated by  Doxygen 1.6.0   Back to index