PrimeIndex Class Reference

USD-Prime index. More...

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

Inheritance diagram for PrimeIndex:

Collaboration diagram for PrimeIndex:

Public Member Functions
	PrimeIndex (const QuantLib::Handle< YieldTermStructure > &h=QuantLib::Handle< YieldTermStructure >())

Detailed Description

USD-Prime index.

Definition at line 37 of file primeindex.hpp.

Constructor & Destructor Documentation

PrimeIndex()

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

explicit

Definition at line 25 of file primeindex.cpp.

    : OvernightIndex("Prime", 0, USDCurrency(), UnitedStates(UnitedStates::FederalReserve), Actual360(), h) {}