quantlib.indexes.ibor.libor¶
Copyright (C) 2011, Enthought Inc Copyright (C) 2011, Patrick Henaff
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
Classes
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Base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones LIBOR fixed by BBA. |