Libor Calendar


Key Libor Calendar in
Ibor Rate refers to the financial center calendar that is used together with the GB_LSX calendar (union of holidays) to adjust the intermediate settlement date T of a custom Libor to reach the final value date.
Note, for all currencies except EUR, T is obtained by shifting the initial fixing date by the number of business days defined in
Settle Days according to the GB_LSX calendar.
For the EUR currency, T is obtained by using the
TARGET calendar instead.
Expects an object of type
Calendar.