NZDBKBM Class Reference

NZD-BKBM index. More...

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

Inheritance diagram for NZDBKBM:

Collaboration diagram for NZDBKBM:

Public Member Functions
	NZDCurrency ()
	NewZealand ()
	ActualActual (ActualActual::ISDA)

Public Attributes
	__pad0__: IborIndex("NZD-BKBM"
	tenor
	ModifiedFollowing
	false

Detailed Description

NZD-BKBM index.

NZD-BKBM rate published by NZFMA.

See http://www.nzfma.org.

Warning:

Check roll convention and EOM.

    \ingroup indexes

Definition at line 44 of file nzdbkbm.hpp.

Member Function Documentation

NZDCurrency()

NZDCurrency

(

)

NewZealand()

NewZealand

(

)

ActualActual()

ActualActual

(

ActualActual::ISDA

)

Member Data Documentation

__pad0__

__pad0__

Definition at line 1 of file nzdbkbm.hpp.

tenor

tenor

Definition at line 47 of file nzdbkbm.hpp.

ModifiedFollowing

ModifiedFollowing

Definition at line 47 of file nzdbkbm.hpp.

false

false

Definition at line 47 of file nzdbkbm.hpp.