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public DKKLibor(final Period tenor, final Handle<YieldTermStructure> h) { super("DKKLibor", tenor, 2, new DKKCurrency(), new Denmark(), new Actual360(), h); }
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super("Zibor", tenor, 2, new CHFCurrency(), new Switzerland(), BusinessDayConvention.ModifiedFollowing, false, new Actual360(), h); }
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public USDLibor(final Period tenor, final Handle<YieldTermStructure> h) { super("USDLibor", tenor, 2, new USDCurrency(), new UnitedStates(UnitedStates.Market.SETTLEMENT), new Actual360(), h); }
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public DailyTenorUSDLibor(final int settlementDays, final Handle<YieldTermStructure> h) { super("USDLibor", settlementDays, new USDCurrency(), new UnitedStates(UnitedStates.Market.SETTLEMENT), new Actual360(), h); }
public DailyTenorJPYLibor(final int settlementDays, final Handle<YieldTermStructure> h) { super("JPYLibor", settlementDays, new JPYCurrency(), new Japan(), new Actual360(), h); }
super("CDOR", tenor, 2, new CADCurrency(), new Canada(), BusinessDayConvention.ModifiedFollowing, false, new Actual360(), h); }
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2, // settlement days new EURCurrency(), new Target(), euriborConvention(tenor), euriborEOM(tenor), new Actual360(), h); QL.require(tenor().units() != TimeUnit.Days , "for daily tenors dedicated DailyTenor constructor must be used"); }
public NZDLibor(final Period tenor, final Handle<YieldTermStructure> h) { super("NZDLibor", tenor, 2, new NZDCurrency(), new NewZealand(), new Actual360(), h); }
public DailyTenorCHFLibor(final int settlementDays, final Handle<YieldTermStructure> h) { super("CHFLibor", settlementDays, new CHFCurrency(), new Switzerland(), new Actual360(), h); }
public CADLibor(final Period tenor, final Handle<YieldTermStructure> h) { super("CADLibor", tenor, 2, new CADCurrency(), new Canada(), new Actual360(), h); }