Package org.jquantlib.indexes.ibor

Examples of org.jquantlib.indexes.ibor.CHFLibor


                new CHFCurrency(),
                new Target(),
                new Period(1,TimeUnit.Years),
                BusinessDayConvention.ModifiedFollowing,
                new Thirty360(Thirty360.Convention.BondBasis),
                tenor.gt(new Period(1,TimeUnit.Years)) ? new CHFLibor(new Period(6,TimeUnit.Months), h):
                                      new CHFLibor(new Period(3,TimeUnit.Months), h)
                   
                );
        }
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Related Classes of org.jquantlib.indexes.ibor.CHFLibor

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