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Sourcecode: quantlib version File versions  Download package

iborindex.hpp File Reference


Detailed Description

base class for Inter-Bank-Offered-Rate indexes

Definition in file iborindex.hpp.

#include <ql/indexes/interestrateindex.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::IborIndex
 base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.) More...
class  QuantLib::OvernightIndex


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