- QuantLib
- NZDLibor
NZD LIBOR rate More...
#include <ql/indexes/ibor/nzdlibor.hpp>
Public Member Functions | |
NZDLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |
NZD LIBOR rate
New Zealand Dollar LIBOR fixed by BBA.
See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.