SAibor Class Reference

SAR-SAIBOR index. More...

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

Inheritance diagram for SAibor:

Collaboration diagram for SAibor:

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

Detailed Description

SAR-SAIBOR index.

SAR-SAIBOR rate published by SAMA

See http://www.sama.gov.sa

Warning:

Check roll convention and EOM.

Definition at line 44 of file saibor.hpp.

Constructor & Destructor Documentation

SAibor()

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

Definition at line 46 of file saibor.hpp.

        : IborIndex("SAR-SAIBOR", tenor, 2, SARCurrency(), SaudiArabia(), ModifiedFollowing, false, Actual360(), h) {}