External module "ql/indexes/ibor/eurlibor"

Index

Classes

Functions

Functions

eurliborConvention

eurliborConvention(p: Period): BusinessDayConvention

- Defined in ql/indexes/ibor/eurlibor.ts:72
Parameters
- p: Period
Returns BusinessDayConvention

eurliborEOM

eurliborEOM(p: Period): boolean

- Defined in ql/indexes/ibor/eurlibor.ts:85
Parameters
- p: Period
Returns boolean