- QuantLib
- DailyTenorGBPLibor
base class for the one day deposit BBA GBP LIBOR indexes More...
#include <ql/indexes/ibor/gbplibor.hpp>

Public Member Functions | |
| DailyTenorGBPLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) | |
base class for the one day deposit BBA GBP LIBOR indexes