new Target(),
tenor.gt(new Period(1,TimeUnit.Years)) ? new Period(6,TimeUnit.Months):
new Period(1,TimeUnit.Years),
BusinessDayConvention.ModifiedFollowing,
new Actual365Fixed(),
tenor.gt(new Period(1,TimeUnit.Years)) ? new GBPLibor(new Period(6,TimeUnit.Months), h):
new GBPLibor(new Period(3,TimeUnit.Months), h)
);
}