QuantLib 0.3.8
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Reference manual
ql/Indexes/chflibor.hpp File Reference
Detailed Description
CHF Libor index (Also known as ZIBOR)
#include <ql/Indexes/xibor.hpp>
#include <ql/Calendars/zurich.hpp>
#include <ql/DayCounters/actual360.hpp>
#include <ql/Currencies/europe.hpp>
Include dependency graph for chflibor.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | CHFLibor |
| CHF Libor index, also known as ZIBOR More... | |
