GBPLiborON Class Reference
Overnight GBP Libor index. More...
#include <ql/indexes/ibor/gbplibor.hpp>
Inheritance diagram for GBPLiborON:

Public Member Functions | |
GBPLiborON (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |
Detailed Description
Overnight GBP Libor index.