ProxyIbor Class Reference

IborIndex calculated as proxy of some other IborIndex. More...

#include <ql/experimental/coupons/proxyibor.hpp>

Inheritance diagram for ProxyIbor:

List of all members.

Public Member Functions

 ProxyIbor (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency &currency, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, const Handle< Quote > &gearing, const boost::shared_ptr< IborIndex > &iborIndex, const Handle< Quote > &spread)

Detailed Description

IborIndex calculated as proxy of some other IborIndex.