QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
Loading...
Searching...
No Matches
Destr Class Reference

Destr (Denmark Short-Term Rate) index. More...

#include <ql/indexes/ibor/destr.hpp>

Public Member Functions

 Destr (const Handle< YieldTermStructure > &h={})

Detailed Description

Destr (Denmark Short-Term Rate) index.