- QuantLib
- DailyTenorGBPLibor
base class for the one day deposit BBA GBP LIBOR indexes More...
#include <ql/indexes/ibor/gbplibor.hpp>
Public Member Functions | |
DailyTenorGBPLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |
base class for the one day deposit BBA GBP LIBOR indexes