chflibor.hpp File Reference

CHF LIBOR rate More...

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/switzerland.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/europe.hpp>

Go to the source code of this file.

Classes
class	CHFLibor
	CHF LIBOR rate More...
class	DailyTenorCHFLibor
	base class for the one day deposit BBA CHF LIBOR indexes More...

Namespaces
namespace	QuantLib

Detailed Description

CHF LIBOR rate

Definition in file chflibor.hpp.