DEMLibor Class Reference

DEM-LIBOR index. More...

#include <qle/indexes/ibor/demlibor.hpp>

Inheritance diagram for DEMLibor:

Public Member Functions
	DEMLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

DEM-LIBOR index.

DEM LIBOR.