Jibar Class Reference

#include <ql/Indexes/zarlibor.hpp>

Inheritance diagram for Jibar:

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Detailed Description

JIBAR rate

Johannesburg Interbank Agreed Rate

Todo:
check settlement days and day-count convention.


Public Member Functions

 Jibar (Integer n, TimeUnit units, const Handle< YieldTermStructure > &h, const DayCounter &dc=Actual365Fixed())


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