org.jquantlib.indexes.ibor

Class DailyTenorUSDLibor

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.ibor.DailyTenorLibor

org.jquantlib.indexes.ibor.DailyTenorUSDLibor

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

USDLiborON

public class DailyTenorUSDLibor
extends DailyTenorLibor

base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones

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
DailyTenorUSDLibor(int settlementDays)
DailyTenorUSDLibor(int settlementDays, Handle<YieldTermStructure> h)

Method Summary

Methods inherited from class org.jquantlib.indexes.IborIndex

businessDayConvention, clone, endOfMonth, maturityDate, termStructure

Methods inherited from class org.jquantlib.indexes.InterestRateIndex

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

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

DailyTenorUSDLibor

public DailyTenorUSDLibor(int settlementDays)

DailyTenorUSDLibor

public DailyTenorUSDLibor(int settlementDays,
                          Handle<YieldTermStructure> h)