Class GBPLibor

The GBP LIBOR rate: Pound Sterling LIBOR fixed by ICE (https://www.theice.com/marketdata/reports/170).

public sealed class GBPLibor : Libor

Inheritance: object

FinancialIndex

InterestRateIndex

IborIndex

Libor

GBPLibor

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()

Constructors

Initializes a new instance of the GBPLibor class.

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