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

DKK OIS More...

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

+ Inheritance diagram for DKKOis:
+ Collaboration diagram for DKKOis:

Public Member Functions

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

Detailed Description

DKK OIS

DKK T/N rate

Remarks
Using Denmark calendar.

Definition at line 42 of file dkkois.hpp.

Constructor & Destructor Documentation

◆ DKKOis()

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

Definition at line 44 of file dkkois.hpp.

45 : OvernightIndex("DKK-DKKOIS", 1, DKKCurrency(), Denmark(), Actual360(), h) {}