JPYLibor Class Reference

#include <ql/Indexes/jpylibor.hpp>

Inheritance diagram for JPYLibor:

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Detailed Description

JPY Libor index, also known as TIBOR

Todo:
check settlement days


Public Member Functions

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


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