libor.hpp File Reference

base class for BBA LIBOR indexes More...

Include dependency graph for libor.hpp:

Classes

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

Namespaces

 QuantLib
 

Detailed Description

base class for BBA LIBOR indexes