CZKPribor Class Reference

CZK-PRIBOR index. More...

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

Inheritance diagram for CZKPribor:

Collaboration diagram for CZKPribor:

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

Detailed Description

CZK-PRIBOR index.

CZK-PRIBOR rate overseen by the Czech National Bank.

See http://www.cnb.cz/en/financial_markets/money_market/pribor/.

Remarks

Using CzechRepublic calendar, should be Prague.

Warning:

Check roll convention and EOM.

    \ingroup indexes

Definition at line 46 of file czkpribor.hpp.

Constructor & Destructor Documentation

CZKPribor()

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

Definition at line 48 of file czkpribor.hpp.

        : IborIndex("CZK-PRIBOR", tenor, 2, CZKCurrency(), CzechRepublic(), ModifiedFollowing, false, Actual360(), h) {}