XLIBORIndexBBSW Method

public static Object BBSW(
	string tenor,
	Object forwardingTermStructure,
	Object observer
)

Parameters

tenor  String

Tenor of the index. For example, 3m, 6m, 12m, etc.

forwardingTermStructure  Object

[Optional] A yield term structure object from which to infer forward index fixings. Default = Null

observer  Object

[Optional] Used to add dependency to another object. Default = Null

Return Value

Reference