SGDSor Class Reference

SGD-SOR index. More...

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

Inheritance diagram for SGDSor:

Collaboration diagram for SGDSor:

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

Detailed Description

SGD-SOR index.

SGD-SOR 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 sgdsor.hpp.

Constructor & Destructor Documentation

SGDSor()

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

Definition at line 46 of file sgdsor.hpp.

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