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

 Copyright (C) 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 zibor.hpp
    \brief %CHF %ZIBOR rate

#ifndef quantlib_zibor_hpp
#define quantlib_zibor_hpp

#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/switzerland.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/europe.hpp>

namespace QuantLib {

    //! %CHF %ZIBOR rate
    /*! Zurich Interbank Offered Rate.

        \warning This is the rate fixed in Zurich by BBA. Use CHFLibor if
                 you're interested in the London fixing by BBA.

        \todo check settlement days, end-of-month adjustment,
              and day-count convention.
00043     class Zibor : public IborIndex {
        Zibor(const Period& tenor,
              const Handle<YieldTermStructure>& h =
        : IborIndex("Zibor", tenor, 2, CHFCurrency(),
                Switzerland(), ModifiedFollowing, false,
                Actual360(), h) {}



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