iborindex.hpp File Reference

base class for Inter-Bank-Offered-Rate indexes More...

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

Go to the source code of this file.

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

Namespaces
namespace	QuantLib

Detailed Description

base class for Inter-Bank-Offered-Rate indexes

Definition in file iborindex.hpp.