NZDLibor Class Reference

#include <ql/indexes/ibor/nzdlibor.hpp>

Inheritance diagram for NZDLibor:

List of all members.


Detailed Description

NZD LIBOR rate

New Zealand Dollar LIBOR fixed by BBA.

See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.

Public Member Functions

 NZDLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >(), Natural settlementDays=2)