External module "ql/indexes/ibor/libor"

Index

Classes

Functions

Functions

liborConvention

liborConvention(p: Period): BusinessDayConvention

- Defined in ql/indexes/ibor/libor.ts:133
Parameters
- p: Period
Returns BusinessDayConvention

liborEOM

liborEOM(p: Period): boolean

- Defined in ql/indexes/ibor/libor.ts:146
Parameters
- p: Period
Returns boolean