gbplibor.hpp File Reference

GBP LIBOR rate More...

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/currencies/europe.hpp>

Go to the source code of this file.

Classes
class	GBPLibor
	GBP LIBOR rate More...
class	DailyTenorGBPLibor
	Base class for the one day deposit ICE GBP LIBOR indexes. More...
class	GBPLiborON
	Overnight GBP Libor index. More...

Namespaces
namespace	QuantLib

Detailed Description

GBP LIBOR rate

Definition in file gbplibor.hpp.