Jibar Class Reference

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

Inheritance diagram for Jibar:

List of all members.


Detailed Description

JIBAR rate

Johannesburg Interbank Agreed Rate

Possible enhancements:
check settlement days and day-count convention.

Public Member Functions

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