CHFLibor Class Reference

#include <ql/Indexes/chflibor.hpp>

Inheritance diagram for CHFLibor:

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List of all members.

Detailed Description

CHF Libor index, also known as ZIBOR

Todo:
check settlement days and day-count


Public Member Functions

 CHFLibor (Integer n, TimeUnit units, const RelinkableHandle< TermStructure > &h, const DayCounter &dc=Actual360())


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