org.jquantlib.indexes.ibor

Class USDLiborON

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

org.jquantlib.indexes.ibor.USDLiborON

All Implemented Interfaces:

Observable, Observer

public class USDLiborON
extends DailyTenorUSDLibor

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
USDLiborON()
USDLiborON(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

USDLiborON

public USDLiborON()

USDLiborON

public USDLiborON(Handle<YieldTermStructure> h)