CHFTois Class Reference

CHF TOIS rate More...

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

Inheritance diagram for CHFTois:

Collaboration diagram for CHFTois:

Public Member Functions
	CHFTois (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

CHF TOIS rate

CHF T/N rate appearing on page CHFTOIS and calculated by Cosmorex AG, a division of Tullet Prebon.

Remarks

Using Switzerland calendar, should be Zurich.

    \ingroup indexes

Definition at line 43 of file chftois.hpp.

Constructor & Destructor Documentation

CHFTois()

CHFTois

(

const Handle< YieldTermStructure > &

h = Handle<YieldTermStructure>()

)

Definition at line 45 of file chftois.hpp.

        : OvernightIndex("CHF-TOIS", 1, CHFCurrency(), Switzerland(), Actual360(), h) {}