QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

Libor Class Reference #include <ql/Indexes/libor.hpp> Inheritance diagram for Libor: [legend]List of all members. Detailed Description base class for BBA LIBOR indexes Public Member Functions   Libor (const std::string &familyName, Integer n, TimeUnit units, Integer settlementDays, const Currency &currency, const Calendar &localCalendar, const Calendar &currencyCalendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h) Date calculations see http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412 Date  valueDate (const Date &fixingDate) const Date  maturityDate (const Date &valueDate) const

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