C# Class QLNet.DailyTenorLibor

Base class for O/N-S/N BBA LIBOR indexes but the EUR ones. One day deposit LIBOR fixed by BBA.

See .

Inheritance: IborIndex

Afficher le fichier Open project: ammachado/QLNet

Méthodes publiques

Méthode	Description
DailyTenorLibor ( string familyName, int settlementDays, Currency currency, QLNet.Calendar financialCenterCalendar, DayCounter dayCounter ) : System	http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412 : no o/n or s/n fixings (as the case may be) will take place when the principal centre of the currency concerned is closed but London is open on the fixing day.
DailyTenorLibor ( string familyName, int settlementDays, Currency currency, QLNet.Calendar financialCenterCalendar, DayCounter dayCounter, Handle h ) : System

Method Details

DailyTenorLibor() public méthode

http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412 : no o/n or s/n fixings (as the case may be) will take place when the principal centre of the currency concerned is closed but London is open on the fixing day.

public DailyTenorLibor ( string familyName, int settlementDays, Currency currency, QLNet.Calendar financialCenterCalendar, DayCounter dayCounter ) : System
familyName	string
settlementDays	int
currency	Currency
financialCenterCalendar	QLNet.Calendar
dayCounter	DayCounter
Résultat	System

DailyTenorLibor() public méthode

public DailyTenorLibor ( string familyName, int settlementDays, Currency currency, QLNet.Calendar financialCenterCalendar, DayCounter dayCounter, Handle h ) : System
familyName	string
settlementDays	int
currency	Currency
financialCenterCalendar	QLNet.Calendar
dayCounter	DayCounter
h	Handle
Résultat	System