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Sourcecode: quantlib version File versions  Download package

libor.hpp File Reference

Detailed Description

base class for BBA LIBOR indexes

Definition in file libor.hpp.

#include <ql/indexes/iborindex.hpp>

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namespace  QuantLib


class  QuantLib::DailyTenorLibor
 base class for all O/N-S/N BBA LIBOR indexes but the EUR ones More...
class  QuantLib::Libor
 base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones More...

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