GBP LIBOR rate More...
#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/currencies/europe.hpp>
Classes | |
class | GBPLibor |
GBP LIBOR rate More... | |
class | DailyTenorGBPLibor |
base class for the one day deposit BBA GBP LIBOR indexes More... | |
class | GBPLiborON |
Overnight GBP Libor index. More... | |
Namespaces | |
namespace | QuantLib |
GBP LIBOR rate