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//! base class for the one day deposit ICE %USD %LIBOR indexes
class DailyTenorUSDLibor : public DailyTenorLibor {
  public:
    DailyTenorUSDLibor(Natural settlementDays,
                       const Handle<YieldTermStructure>& h =
                                Handle<YieldTermStructure>())
    : DailyTenorLibor("USDLibor", settlementDays,
                      USDCurrency(),
                      UnitedStates(UnitedStates::LiborImpact),
                      Actual360(), h) {}
};

//! Overnight %USD %Libor idex
class USDLiborON : public DailyTenorUSDLibor {
  public:
    explicit USDLiborON(const Handle<YieldTermStructure>& h =
                                Handle<YieldTermStructure>())
    : DailyTenorUSDLibor(0, h) {}
};

I can't find the function in python lib for USDLiborON in c++... I searched the quantlib.py file and found nothing related to 'USDLiborON', anywhere I should look?

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I think you can define any index without having to use a preassigned constructor. Eg.: ql.OvernightIndex('FedFund', 2, ql.USDCurrency(), ql.UnitedStates(), ql.Actual360(), curve) or ql.IborIndex('USDLiborON', ql.Period('1D'), 2, ql.USDCurrency(), ql.UnitedStates(), ql.Unadjusted, False, ql.Actual360(),curve)

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