KRWKoribor Class Reference

KRW-KORIBOR index. More...

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

Inheritance diagram for KRWKoribor:

Collaboration diagram for KRWKoribor:

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

Detailed Description

KRW-KORIBOR index.

KRW-KORIIBOR rate.

Warning:

Check roll convention and EOM.

Definition at line 42 of file krwkoribor.hpp.

Constructor & Destructor Documentation

KRWKoribor()

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

Definition at line 44 of file krwkoribor.hpp.

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