QuantLib 0.3.8 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

JPYLibor Class Reference #include <ql/Indexes/jpylibor.hpp> Inheritance diagram for JPYLibor: [legend]List of all members. Detailed Description JPY Libor index, also known as TIBOR Todo: check settlement days Public Member Functions   JPYLibor (Integer n, TimeUnit units, const Handle< YieldTermStructure > &h, const DayCounter &dc=Actual360())

---

QuantLib.org

Hosted by

Documentation generated by