org.jquantlib.indexes.ibor

Class TRLibor

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.ibor.TRLibor

All Implemented Interfaces:

Observable, Observer

public class TRLibor
extends IborIndex

TRY LIBOR fixed by TBA. See TODO check end-of-month adjustment.

Constructor Summary

Constructors

Constructor and Description
TRLibor(Period tenor)
TRLibor(Period tenor, 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

TRLibor

public TRLibor(Period tenor)

TRLibor

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