org.jquantlib.indexes.ibor

Class Tibor

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.ibor.Tibor

All Implemented Interfaces:

Observable, Observer

public class Tibor
extends IborIndex

Tokyo Interbank Offered Rate This is the rate fixed in Tokio by JBA. Use JPYLibor if you're interested in the London fixing by BBA. TODO check settlement days and end-of-month adjustment.

Constructor Summary

Constructors

Constructor and Description
Tibor(Period tenor)
Tibor(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

Tibor

public Tibor(Period tenor)

Tibor

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