INRMifor Class Reference

INR-MIFOR index. More...

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

Inheritance diagram for INRMifor:

Collaboration diagram for INRMifor:

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

Detailed Description

INR-MIFOR index.

INR-MIFOR rate overseen by FIMMDA.

See http://www.fimmda.org.

Remarks

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

Warning:

Check roll convention and EOM.

    \ingroup indexes

Definition at line 46 of file inrmifor.hpp.

Constructor & Destructor Documentation

INRMifor()

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

Definition at line 48 of file inrmifor.hpp.

        : IborIndex("INR-MIFOR", tenor, 2, INRCurrency(), India(), ModifiedFollowing, false, Actual365Fixed(), h) {}