QuantLib 0.3.8
Getting started
Reference manual
ql/Indexes/jpylibor.hpp File Reference
Detailed Description
JPY Libor index (Also known as TIBOR, check settlement days)
#include <ql/Indexes/xibor.hpp>
#include <ql/Calendars/tokyo.hpp>
#include <ql/DayCounters/actual360.hpp>
#include <ql/Currencies/asia.hpp>
Include dependency graph for jpylibor.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | JPYLibor |
| JPY Libor index, also known as TIBOR More... | |
