IDRJibor Class Reference

IDR-JIBOR index. More...

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

Inheritance diagram for IDRJibor:

Collaboration diagram for IDRJibor:

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

Detailed Description

IDR-JIBOR index.

IDR-JIBOR rate.

See https://www.bi.go.id/en/moneter/jibor/tentang/Contents/Default.aspx.

    \ingroup indexes

Definition at line 42 of file idrjibor.hpp.

Constructor & Destructor Documentation

IDRJibor()

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

Definition at line 44 of file idrjibor.hpp.

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