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Fully annotated reference manual - version 1.8.12
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Public Member Functions | List of all members
Nowa Class Reference

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

+ Inheritance diagram for Nowa:
+ Collaboration diagram for Nowa:

Public Member Functions

 Nowa (const QuantLib::Handle< QuantLib::YieldTermStructure > &h=QuantLib::Handle< QuantLib::YieldTermStructure >())
 

Detailed Description

NOWA rate https://www.finansnorge.no/en/interest-rates/nowa&mdash;the-norwegian-overnight-weighted-average/

Definition at line 38 of file nowa.hpp.

Constructor & Destructor Documentation

◆ Nowa()

Nowa ( const QuantLib::Handle< QuantLib::YieldTermStructure > &  h = QuantLib::Handle<QuantLib::YieldTermStructure>())
explicit

Definition at line 40 of file nowa.hpp.

42 : OvernightIndex("Nowa", 0, QuantLib::NOKCurrency(), QuantLib::Norway(),
43 QuantLib::ActualActual(QuantLib::ActualActual::ISMA), h) {}