libor.hpp File Reference

base class for BBA LIBOR indexes More...

#include <ql/indexes/iborindex.hpp>

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Classes
class	Libor
	base class for all ICE 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
namespace	QuantLib

Detailed Description

base class for BBA LIBOR indexes

Definition in file libor.hpp.