HKDHibor Class Reference

HKD-HIBOR index. More...

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

Inheritance diagram for HKDHibor:

Collaboration diagram for HKDHibor:

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

Detailed Description

HKD-HIBOR index.

HKD-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 hkdhibor.hpp.

Constructor & Destructor Documentation

HKDHibor()

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

Definition at line 46 of file hkdhibor.hpp.

        : IborIndex("HKD-HIBOR", tenor, 0, HKDCurrency(), HongKong(), ModifiedFollowing, false, Actual365Fixed(), h) {}