- QuantLib
- DailyTenorJPYLibor
 
base class for the one day deposit BBA JPY LIBOR indexes More...
#include <ql/indexes/ibor/jpylibor.hpp>

| Public Member Functions | |
| DailyTenorJPYLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) | |
base class for the one day deposit BBA JPY LIBOR indexes