RUBKeyRate Class Reference

RUB-KEYRATE index. More...

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

Inheritance diagram for RUBKeyRate:

Collaboration diagram for RUBKeyRate:

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

Detailed Description

RUB-KEYRATE index.

RUB-KEYRATE rate.

Definition at line 38 of file rubkeyrate.hpp.

Constructor & Destructor Documentation

RUBKeyRate()

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

Definition at line 40 of file rubkeyrate.hpp.

        : IborIndex("RUB-KEYRATE", tenor, (tenor == 1 * Days ? 0 : 1), RUBCurrency(),
                    Russia(), ModifiedFollowing, false, ActualActual(ActualActual::ISDA), h) {}