Zibor Class Reference
#include <ql/Indexes/zibor.hpp>
Inheritance diagram for Zibor:

Detailed Description
CHF ZIBOR rateZurich Interbank Offered Rate.
- Warning:
- This is the rate fixed in Zurich by BBA. Use CHFLibor if you're interested in the London fixing by BBA.
- Todo:
- check settlement days and day-count.
Public Member Functions | |
Zibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |