INRMiborOis Class Reference

INR-MIBOROIS index. More...

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

Inheritance diagram for INRMiborOis:

Collaboration diagram for INRMiborOis:

Public Member Functions
	INRMiborOis (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

INR-MIBOROIS index.

Benchmark rate for Overnight Mumbai Interbank Outright Rate (MIBOR) rate overseen by FBIL.

See https://fbil.org.in/.

Remarks

Using India calendar, should be Mumbai (excluding Saturday).

Warning:

Check roll convention and EOM.

    \ingroup indexes

Definition at line 46 of file inrmiborois.hpp.

Constructor & Destructor Documentation

INRMiborOis()

INRMiborOis

(

const Handle< YieldTermStructure > &

h = Handle<YieldTermStructure>()

)

Definition at line 48 of file inrmiborois.hpp.

        : OvernightIndex("INR-MIBOROIS", 0, INRCurrency(), India(), Actual365Fixed(), h) {}