SGDSibor Class Reference

SGD-SIBOR index. More...

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

Inheritance diagram for SGDSibor:

Collaboration diagram for SGDSibor:

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

Detailed Description

SGD-SIBOR index.

SGD-SIBOR rate published by ABS.

See http://www.abs.org.sg/index.php.

Warning:

Check roll convention and EOM.

    \ingroup indexes

Definition at line 44 of file sgdsibor.hpp.

Constructor & Destructor Documentation

SGDSibor()

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

Definition at line 46 of file sgdsibor.hpp.

        : IborIndex("SGD-SIBOR", tenor, 2, SGDCurrency(), Singapore(), ModifiedFollowing, false, Actual365Fixed(), h) {}