PHPPhiref Class Reference

PHP-PHIREF index. More...

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

Inheritance diagram for PHPPhiref:

Collaboration diagram for PHPPhiref:

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

Detailed Description

PHP-PHIREF index.

PHP-PHIREF rate.

No PHP Calendar in QuantLib

Definition at line 42 of file phpphiref.hpp.

Constructor & Destructor Documentation

PHPPhiref()

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

Definition at line 44 of file phpphiref.hpp.

        : IborIndex("PHP-PHIREF", tenor, 1, PHPCurrency(), Philippines(), ModifiedFollowing, false, Actual360(), h) {}