C# Класс 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.

Наследование: IborIndex

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Открытые методы

Метод	Описание
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

Описание методов

DailyTenorEURLibor() публичный Метод

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

DailyTenorEURLibor() публичный Метод

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
Результат	QLNet.Currencies

DailyTenorEURLibor() публичный Метод

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