DKKLibor Class Reference

DKK LIBOR rate More...

#include <ql/indexes/ibor/dkklibor.hpp>

Inheritance diagram for DKKLibor:

List of all members.

Public Member Functions

 DKKLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

DKK LIBOR rate

Danish Krona LIBOR fixed by BBA.

See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.