QuantLib 0.3.8
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Reference manual
ql/Indexes/audlibor.hpp File Reference
Detailed Description
AUD Libor index (check settlement days)
#include <ql/Indexes/xibor.hpp>
#include <ql/Calendars/sydney.hpp>
#include <ql/DayCounters/actual365fixed.hpp>
#include <ql/Currencies/oceania.hpp>
Include dependency graph for audlibor.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | AUDLibor |
| AUD Libor index, also known as SIBOR More... | |
