Class JPYLibor

The JPY LIBOR rate: Japanese Yen LIBOR fixed by ICE (https://www.theice.com/marketdata/reports/170).

public sealed class JPYLibor : Libor

Inheritance: object

FinancialIndex

InterestRateIndex

IborIndex

Libor

JPYLibor

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 ICE. Use TIBOR (Tibor) if you're interested in the Tokio fixing.

Initializes a new instance of the JPYLibor class.

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