MYRKlibor Class Reference

MYR-KLIBOR index. More...

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

Inheritance diagram for MYRKlibor:

Collaboration diagram for MYRKlibor:

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

Detailed Description

MYR-KLIBOR index.

MYR-KLIBOR rate.

Warning:

Check roll convention and EOM.

No MYR Calendar in QuantLib

Definition at line 44 of file myrklibor.hpp.

Constructor & Destructor Documentation

MYRKlibor()

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

Definition at line 46 of file myrklibor.hpp.

        : IborIndex("MYR-KLIBOR", tenor, 0, MYRCurrency(), Malaysia(), ModifiedFollowing, false, Actual365Fixed(), h) {}