BOEBaseRateIndex Class Reference

Bank of England Base Rate index. More...

#include <qle/indexes/ibor/boebaserate.hpp>

Inheritance diagram for BOEBaseRateIndex:

Collaboration diagram for BOEBaseRateIndex:

Public Member Functions
	BOEBaseRateIndex (const QuantLib::Handle< YieldTermStructure > &h=QuantLib::Handle< YieldTermStructure >())

Detailed Description

Bank of England Base Rate index.

Definition at line 38 of file boebaserate.hpp.

Constructor & Destructor Documentation

BOEBaseRateIndex()

BOEBaseRateIndex ( const QuantLib::Handle< YieldTermStructure > &  h = QuantLib::Handle<YieldTermStructure>() )

explicit

Definition at line 25 of file boebaserate.cpp.

  : OvernightIndex("BoEBase", 0, GBPCurrency(), UnitedKingdom(UnitedKingdom::Settlement), Actual365Fixed(), h) {}