ILSTelbor Class Reference

ILS-TELBOR index. More...

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

Inheritance diagram for ILSTelbor:

Collaboration diagram for ILSTelbor:

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

Detailed Description

ILS-TELBOR index.

ILS-TELBOR rate overseen by Bank of Israel.

See https://www.boi.org.il/en/Markets/TelborMarket/Pages/telbor.aspx.

    \ingroup indexes

Definition at line 43 of file ilstelbor.hpp.

Constructor & Destructor Documentation

ILSTelbor()

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

Definition at line 45 of file ilstelbor.hpp.

        : IborIndex("ILS-TELBOR", tenor, 2, ILSCurrency(), QuantExt::Israel(QuantExt::Israel::Telbor),
                    ModifiedFollowing, false, Actual360(), h) {}