TRLibor Class Reference

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

Inheritance diagram for TRLibor:

List of all members.


Detailed Description

TRY LIBOR rate

TRY LIBOR fixed by TBA.

See <http://www.trlibor.org/trlibor/english/default.asp>

Possible enhancements:
check end-of-month adjustment.

Public Member Functions

 TRLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())