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