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

 Copyright (C) 2000-2005 StatPro Italia srl

 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 gbplibor.hpp
    \brief %GBP %LIBOR rate

#ifndef quantlib_gbp_libor_hpp
#define quantlib_gbp_libor_hpp

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

namespace QuantLib {

    //! %GBP %LIBOR rate
    /*! Pound Sterling LIBOR fixed by BBA.

        See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.
00039     class GBPLibor : public Xibor {
        GBPLibor(Integer n, TimeUnit units,
                 const Handle<YieldTermStructure>& h,
                 const DayCounter& dc = Actual365Fixed())
        : Xibor("GBPLibor", n, units, 0, GBPCurrency(),
                ModifiedFollowing, dc, h) {}



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