NOKNibor Class Reference

NOK-NIBOR index. More...

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

Inheritance diagram for NOKNibor:

Collaboration diagram for NOKNibor:

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

Detailed Description

NOK-NIBOR index.

NOK-NIBOR rate published by Oslo Boers.

See http://www.oslobors.no/ob_eng.

Remarks

Using Norway calendar, should be Oslo.

Warning:

Check roll convention and EOM.

    \ingroup indexes

Definition at line 46 of file noknibor.hpp.

Constructor & Destructor Documentation

NOKNibor()

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

Definition at line 48 of file noknibor.hpp.

        : IborIndex("NOK-NIBOR", tenor, 2, NOKCurrency(), Norway(), ModifiedFollowing, false, Actual360(), h) {}