CNHShibor Class Reference

CNH-SHIBOR index. More...

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

Inheritance diagram for CNHShibor:

Collaboration diagram for CNHShibor:

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

Detailed Description

CNH-SHIBOR index.

CNH-SHIBOR 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 cnhshibor.hpp.

Constructor & Destructor Documentation

CNHShibor()

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

Definition at line 46 of file cnhshibor.hpp.

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