QuantLib 0.3.8
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Reference manual
ql/Indexes/zarlibor.hpp File Reference
Detailed Description
ZAR Libor index (also known as JIBAR)
#include <ql/Indexes/xibor.hpp>
#include <ql/Calendars/johannesburg.hpp>
#include <ql/DayCounters/actual365fixed.hpp>
#include <ql/Currencies/africa.hpp>
Include dependency graph for zarlibor.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | ZARLibor |
| ZAR Libor index, also known as JIBAR More... | |
