org.jquantlib.indexes.ibor

Class Zibor

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.ibor.Zibor

All Implemented Interfaces:

Observable, Observer

public class Zibor
extends IborIndex

Zurich Interbank Offered Rate. This is the rate fixed in Zurich by BBA. Use CHFLibor if you're interested in the London fixing by BBA. TODO check settlement days, end-of-month adjustment, and day-count convention.

Constructor Summary

Constructors

Constructor and Description
Zibor(Period tenor)
Zibor(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

Zibor

public Zibor(Period tenor)

Zibor

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