Zibor Class Reference
#include <ql/indexes/ibor/zibor.hpp>
Inheritance diagram for Zibor:
Detailed Description
CHF ZIBOR rateZurich Interbank Offered Rate.
- Warning:
- This is the rate fixed in Zurich by BBA. Use CHFLibor if you're interested in the London fixing by BBA.
- Possible enhancements:
- check settlement days, end-of-month adjustment, and day-count convention.
Public Member Functions | |
Zibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |