- QuantLib
- GBPLibor
GBP LIBOR rate More...
#include <ql/indexes/ibor/gbplibor.hpp>
Public Member Functions | |
GBPLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |
GBP LIBOR rate
Pound Sterling LIBOR fixed by BBA.
See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.