DailyTenorCHFLibor Class Reference

base class for the one day deposit BBA CHF LIBOR indexes More...

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

Inheritance diagram for DailyTenorCHFLibor:

List of all members.

Public Member Functions

 DailyTenorCHFLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

base class for the one day deposit BBA CHF LIBOR indexes