C# Class QLNet.CHFLibor

Swiss Franc LIBOR fixed by BBA. See .
This is the rate fixed in London by BBA. Use ZIBOR if you're interested in the Zurich fixing.
Inheritance: Libor
ファイルを表示 Open project: ammachado/QLNet

Public Methods

Method Description
CHFLibor ( Period tenor ) : System
CHFLibor ( Period tenor, Handle h ) : System

Method Details

CHFLibor() public method

public CHFLibor ( Period tenor ) : System
tenor Period
return System

CHFLibor() public method

public CHFLibor ( Period tenor, Handle h ) : System
tenor Period
h Handle
return System