ZARLibor Class Reference

#include <zarlibor.hpp>

Inheritance diagram for ZARLibor:

Inheritance graph
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Detailed Description

ZAR Libor index (also known as JIBAR)

Todo:
check settlement days


Public Member Functions

 ZARLibor (int n, TimeUnit units, const RelinkableHandle< TermStructure > &h, const DayCounter &dc=DayCounters::Actual365())


The documentation for this class was generated from the following file:

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