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/actual365.hpp>

Include dependency graph for zarlibor.hpp:

Include dependency graph

Namespaces

namespace  QuantLib

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