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gbplibor.hpp File Reference


Detailed Description

GBP LIBOR rate

Definition in file gbplibor.hpp.

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/currencies/europe.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::DailyTenorGBPLibor
 base class for the one day deposit BBA GBP LIBOR indexes More...
class  QuantLib::GBPLibor
 GBP LIBOR rate More...
class  QuantLib::GBPLiborON
 Overnight GBP Libor index. More...


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