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