C# Class QLNet.DailyTenorEURLibor

Base class for the one day deposit BBA EUR Libor indexes Euro O/N LIBOR fixed by BBA. It can be also used for T/N and S/N indexes, even if such indexes do not have BBA fixing. See http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414.

This is the rate fixed in London by BBA. Use Eonia if you're interested in the fixing by the ECB.

Inheritance: IborIndex

Exibir arquivo Open project: ammachado/QLNet

Public Methods

Method	Description
DailyTenorEURLibor ( ) : QLNet.Currencies
DailyTenorEURLibor ( int settlementDays ) : QLNet.Currencies	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.
DailyTenorEURLibor ( int settlementDays, Handle h ) : QLNet.Currencies

Method Details

DailyTenorEURLibor() public method

public DailyTenorEURLibor ( ) : QLNet.Currencies
return	QLNet.Currencies

DailyTenorEURLibor() public method

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 DailyTenorEURLibor ( int settlementDays ) : QLNet.Currencies
settlementDays	int
return	QLNet.Currencies

DailyTenorEURLibor() public method

public DailyTenorEURLibor ( int settlementDays, Handle h ) : QLNet.Currencies
settlementDays	int
h	Handle
return	QLNet.Currencies