Deriscope Logo

Variant 50

QuantLib TypeIborIndex
nameUSDLibor3M Actual/360
fixingCalendarGB_LSX
familyNameUSDLibor
tenor3M
fixingDays2
currencyUSD
dayCounterACT/360
forwardingTermStructureVariant#51
businessDayConventionMF
endOfMonthTRUE