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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_libor.html">Libor</a></div>
<h1>Libor Class Reference</h1><!-- doxytag: class="QuantLib::Libor" --><!-- doxytag: inherits="QuantLib::IborIndex" --><code>#include <ql/indexes/ibor/libor.hpp></code>
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Inheritance diagram for Libor:</div>
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<area shape="rect" href="class_quant_lib_1_1_a_u_d_libor.html" title="AUD LIBOR rate" alt="" coords="5,161,88,188"><area shape="rect" href="class_quant_lib_1_1_c_a_d_libor.html" title="CAD LIBOR rate" alt="" coords="112,161,195,188"><area shape="rect" href="class_quant_lib_1_1_c_h_f_libor.html" title="CHF LIBOR rate" alt="" coords="219,161,301,188"><area shape="rect" href="class_quant_lib_1_1_d_k_k_libor.html" title="DKK LIBOR rate" alt="" coords="325,161,408,188"><area shape="rect" href="class_quant_lib_1_1_g_b_p_libor.html" title="GBP LIBOR rate" alt="" coords="432,161,515,188"><area shape="rect" href="class_quant_lib_1_1_j_p_y_libor.html" title="JPY LIBOR rate" alt="" coords="539,161,613,188"><area shape="rect" href="class_quant_lib_1_1_n_z_d_libor.html" title="NZD LIBOR rate" alt="" coords="637,161,720,188"><area shape="rect" href="class_quant_lib_1_1_u_s_d_libor.html" title="USD LIBOR rate" alt="" coords="744,161,827,188"><area shape="rect" href="class_quant_lib_1_1_ibor_index.html" title="base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)" alt="" coords="379,7,461,33"></map>
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<a href="class_quant_lib_1_1_libor-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
base class for all BBA LIBOR indexes but the EUR ones
<p>
LIBOR fixed by BBA.<p>
See <<a href="http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414">http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414</a>>.<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000021">Warning:</a></b></dt><dd>This is not a valid base class for the O/N, S/N index </dd></dl>
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c62e474d06ce5e935e42d951c62c46bc"></a><!-- doxytag: member="QuantLib::Libor::Libor" ref="c62e474d06ce5e935e42d951c62c46bc" args="(const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency &currency, const Calendar &financialCenterCalendar, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h)" -->
</td><td class="memItemRight" valign="bottom"><b>Libor</b> (const std::string &familyName, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &currency, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &financialCenterCalendar, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &h)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Date calculations</div></td></tr>
<tr><td colspan="2"><div class="groupText">see <a href="http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412">http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412</a> <br><br></div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="01fafdb3585a34706678b12af90b1cf9"></a><!-- doxytag: member="QuantLib::Libor::valueDate" ref="01fafdb3585a34706678b12af90b1cf9" args="(const Date &fixingDate) const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>valueDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="615a330e425e4b9abceba4a56fc2664f"></a><!-- doxytag: member="QuantLib::Libor::maturityDate" ref="615a330e425e4b9abceba4a56fc2664f" args="(const Date &valueDate) const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &valueDate) const </td></tr>
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