CNHHibor Class Reference

CNH-HIBOR index. More...

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

Inheritance diagram for CNHHibor:

Collaboration diagram for CNHHibor:

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

Detailed Description

CNH-HIBOR index.

CNH-HIBOR rate overseen by The Hong Kong Association of Banks.

See http://www.hkab.org.hk.

Warning:

Check roll convention and EOM.

    \ingroup indexes

Definition at line 44 of file cnhhibor.hpp.

Constructor & Destructor Documentation

CNHHibor()

CNHHibor	(	const Period &	tenor,
		const Handle< YieldTermStructure > &	h = Handle<YieldTermStructure>()
	)

Definition at line 46 of file cnhhibor.hpp.

        : IborIndex("CNH-HIBOR", tenor, 0, CNHCurrency(), HongKong(), ModifiedFollowing, false, Actual360(), h) {}