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