QuantLib: Tibor Class Reference

### A free/open-source library for quantitative finance

# Tibor Class Reference

`#include <ql/indexes/ibor/tibor.hpp>`

Inheritance diagram for Tibor:

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List of all members.

## Detailed Description

JPY TIBOR index

Tokyo Interbank Offered Rate.

Warning:
  This is the rate fixed in Tokio by JBA. Use JPYLibor if you're interested in the London fixing by BBA.

Possible enhancements:
  check settlement days and end-of-month adjustment.

## Public Member Functions
| Tibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())