- QuantLib
- DailyTenorUSDLibor
base class for the one day deposit BBA USD LIBOR indexes More...
#include <ql/indexes/ibor/usdlibor.hpp>

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