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... | |
GBP LIBOR rate