lballabio/quantlib — pull request #100 by wegamekinglc (2014-05-28 10:47:45+00:00)
Title: Added China Shanghai Inter-bank Offering Rate index

Added a new index which is for China market. In the implementation I copy a utility function called liborConvention from the libor class. It is obliviously not so good. I have thought about inheriting shibor class from libor. However I abandoned this idea since I think shibor is not libor at all. It is not quote in London... So I keep current implementation.
Besides I also change the corresponding make file. However VC flies stiil need to change to include these 2 new files.