Class CHFLibor

The CHF LIBOR rate: Swiss Franc LIBOR fixed by ICE (https://www.theice.com/marketdata/reports/170).

public sealed class CHFLibor : Libor

Inheritance: object

FinancialIndex

InterestRateIndex

IborIndex

Libor

CHFLibor

Inherited Members: Libor.ValueDate(Date)

Libor.MaturityDate(Date)

Libor.Clone(YieldTermStructure)

Libor.JointCalendar

IborIndex.ForecastFixing(Date, EvaluationContext)

IborIndex.BusinessDayConvention

IborIndex.EndOfMonth

IborIndex.ForwardingTermStructure

InterestRateIndex.IsValidFixingDate(Date)

InterestRateIndex.Fixing(Date, EvaluationContext, bool)

InterestRateIndex.FixingDate(Date)

InterestRateIndex.Name

InterestRateIndex.FixingCalendar

InterestRateIndex.FamilyName

InterestRateIndex.Tenor

InterestRateIndex.FixingDays

InterestRateIndex.Currency

InterestRateIndex.DayCounter

FinancialIndex.HasHistoricalFixing(Date, EvaluationContext)

FinancialIndex.PastFixing(Date, EvaluationContext)

FinancialIndex.TimeSeries(EvaluationContext)

FinancialIndex.AllowsNativeFixings

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

This is the rate fixed in London by BBA. Use ZIBOR (Zibor) if you're interested in the Zurich fixing.

Initializes a new instance of the CHFLibor class.

public CHFLibor(Period tenor, YieldTermStructure? h = null)