HUFBubor Class Reference

HUF-BUBOR index. More...

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

Inheritance diagram for HUFBubor:

Collaboration diagram for HUFBubor:

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

Detailed Description

HUF-BUBOR index.

HUF-BUBOR rate overseen by MFT in association with the National Bank of Hungary.

See http://www.acihungary.hu/en/index.php?id=bubor.

Remarks

Using Hungary calendar, should be Budapest.

Warning:

Check roll convention and EOM.

    \ingroup indexes

Definition at line 47 of file hufbubor.hpp.

Constructor & Destructor Documentation

HUFBubor()

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

Definition at line 49 of file hufbubor.hpp.

        : IborIndex("HUF-BUBOR", tenor, 2, HUFCurrency(), Hungary(), ModifiedFollowing, false, Actual360(), h) {}