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

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 Copyright (C) 2003, 2004, 2005, 2006 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 jpylibor.hpp
    \brief %JPY %LIBOR rate

#ifndef quantlib_jpy_libor_hpp
#define quantlib_jpy_libor_hpp

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/calendars/japan.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/asia.hpp>

namespace QuantLib {

    //! %JPY %LIBOR rate
    /*! Japanese Yen LIBOR fixed by BBA.

        See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.

        \warning This is the rate fixed in London by BBA. Use TIBOR if
                 you're interested in the Tokio fixing.
00044     class JPYLibor : public Libor {
        JPYLibor(const Period& tenor,
                 const Handle<YieldTermStructure>& h =
        : Libor("JPYLibor", tenor,
                Actual360(), h) {}

    //! base class for the one day deposit BBA %JPY %LIBOR indexes
00057     class DailyTenorJPYLibor : public DailyTenorLibor {
        DailyTenorJPYLibor(Natural settlementDays,
                           const Handle<YieldTermStructure>& h =
        : DailyTenorLibor("JPYLibor", settlementDays,
                          Actual360(), h) {}



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