Variant 48
QuantLib Type | IborIndex |
name | USDLibor3M Actual/360 |
fixingCalendar | GB_LSX |
familyName | USDLibor |
tenor | 3M |
fixingDays | 2 |
currency | USD |
dayCounter | ACT/360 |
forwardingTermStructure | Variant#49 |
businessDayConvention | MF |
endOfMonth | TRUE |
QuantLib Type | IborIndex |
name | USDLibor3M Actual/360 |
fixingCalendar | GB_LSX |
familyName | USDLibor |
tenor | 3M |
fixingDays | 2 |
currency | USD |
dayCounter | ACT/360 |
forwardingTermStructure | Variant#49 |
businessDayConvention | MF |
endOfMonth | TRUE |