org.jquantlib.indexes.ibor

Class DKKLibor

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.ibor.Libor

org.jquantlib.indexes.ibor.DKKLibor

All Implemented Interfaces:

Observable, Observer

public class DKKLibor
extends Libor

Danish Krona LIBOR fixed by BBA.

See Also:

http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414

Constructor Summary

Constructors

Constructor and Description
DKKLibor(Period tenor)
DKKLibor(Period tenor, Handle<YieldTermStructure> h)

Method Summary

Methods inherited from class org.jquantlib.indexes.ibor.Libor

clone, maturityDate, valueDate

Methods inherited from class org.jquantlib.indexes.IborIndex

businessDayConvention, endOfMonth, termStructure

Methods inherited from class org.jquantlib.indexes.InterestRateIndex

currency, dayCounter, familyName, fixing, fixing, fixingCalendar, fixingDate, fixingDays, isValidFixingDate, name, tenor, update

Methods inherited from class org.jquantlib.indexes.Index

addFixing, addFixing, addFixings, addObserver, clearFixings, countObservers, deleteObserver, deleteObservers, getObservers, notifyObservers, notifyObservers, timeSeries

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DKKLibor

public DKKLibor(Period tenor)

DKKLibor

public DKKLibor(Period tenor,
                Handle<YieldTermStructure> h)