IDRIdrfix Class Reference

IDR-IDRFIX index. More...

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

Inheritance diagram for IDRIdrfix:

Collaboration diagram for IDRIdrfix:

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

Detailed Description

IDR-IDRFIX index.

IDR-IDRFIX rate.

See http://www.fimmda.org.

Remarks

Using Indonesia calendar, should be Jakarta.

Warning:

Check roll convention and EOM.

    \ingroup indexes

Definition at line 46 of file idridrfix.hpp.

Constructor & Destructor Documentation

IDRIdrfix()

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

Definition at line 48 of file idridrfix.hpp.

        : IborIndex("IDR-IDRFIX", tenor, 2, IDRCurrency(), Indonesia(), ModifiedFollowing, false, Actual360(), h) {}