ql/indexes/ibor/gbplibor.hpp File Reference
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>
Include dependency graph for gbplibor.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... | |
Detailed Description
GBP LIBOR rate