Method | Description | |
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Libor ( string familyName, |
http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412 : UnitedKingdom::Exchange is the fixing calendar for a) all currencies but EUR b) all indexes but o/n and s/n |
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clone ( Handle |
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maturityDate ( Date valueDate ) : Date | ||
valueDate ( Date fixingDate ) : Date |
public Libor ( string familyName, |
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familyName | string | |
tenor | ||
settlementDays | int | |
currency | Currency | |
financialCenterCalendar | QLNet.Calendar | |
dayCounter | DayCounter | |
h | Handle |
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return | System |
public maturityDate ( Date valueDate ) : Date | ||
valueDate | Date | |
return | Date |