KRWCd Class Reference

KRW-CD index. More...

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

Inheritance diagram for KRWCd:

Collaboration diagram for KRWCd:

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

Detailed Description

KRW-CD index.

KRW-CD rate.

Warning:

Check roll convention and EOM.

Definition at line 42 of file krwcd.hpp.

Constructor & Destructor Documentation

KRWCd()

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

Definition at line 44 of file krwcd.hpp.

        : IborIndex("KRW-CD", tenor, 2, KRWCurrency(), SouthKorea(SouthKorea::Settlement), ModifiedFollowing, false,
                    Actual365Fixed(), h) {}