- QuantLib
- ProxyIbor
IborIndex calculated as proxy of some other IborIndex. More...
#include <ql/experimental/coupons/proxyibor.hpp>
Public Member Functions | |
ProxyIbor (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency ¤cy, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, const Handle< Quote > &gearing, const boost::shared_ptr< IborIndex > &iborIndex, const Handle< Quote > &spread) |