Package org.jquantlib.indexes.ibor

Class Summary

Class	Description
AUDLibor	Australian Dollar LIBOR fixed by BBA
CADLibor	Canadian Dollar LIBOR fixed by BBA.
CADLiborON	Overnight Canadian Dollar LIBOR index See .
Cdor	Canadian Dollar Offered Rate fixed by IDA See .
CHFLibor	base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
DailyTenorCHFLibor	base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
DailyTenorGBPLibor	base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
DailyTenorJPYLibor	base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
DailyTenorLibor	base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
DailyTenorUSDLibor	base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
DKKLibor	Danish Krona LIBOR fixed by BBA.
GBPLibor	base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
GBPLiborON	base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
Jibar	Johannesburg Interbank Agreed Rate TODO check settlement days and day-count convention.
JPYLibor	base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
Libor	base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones LIBOR fixed by BBA.
NZDLibor	New Zealand Dollar LIBOR fixed by BBA
SEKLibor	Sweden Krone LIBOR fixed by BBA
Tibor	Tokyo Interbank Offered Rate This is the rate fixed in Tokio by JBA.
TRLibor	TRY LIBOR fixed by TBA.
USDLibor	base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
USDLiborON	base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
Zibor	Zurich Interbank Offered Rate.