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Fully annotated reference manual - version 1.8.12
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Public Member Functions | List of all members
DKKCita Class Reference

DKK CITA More...

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

+ Inheritance diagram for DKKCita:
+ Collaboration diagram for DKKCita:

Public Member Functions

 DKKCita (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
 

Detailed Description

DKK CITA

DKK Copenhagen Interbank T/N Average rate

Remarks
Using Denmark calendar.

Definition at line 38 of file dkkcita.hpp.

Constructor & Destructor Documentation

◆ DKKCita()

DKKCita ( const Handle< YieldTermStructure > &  h = Handle<YieldTermStructure>())

Definition at line 40 of file dkkcita.hpp.

41 : OvernightIndex("DKK-CITA", 1, DKKCurrency(), Denmark(), Actual360(), h) {}