SKKBribor Class Reference

SKK-BRIBOR index. More...

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

Inheritance diagram for SKKBribor:

Collaboration diagram for SKKBribor:

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

Detailed Description

SKK-BRIBOR index.

SKK-BRIBOR rate overseen by the central bank of the Slovak Republic.

See http://www.nbs.sk/en/home.

Remarks

Using Slovakia calendar, should be Bratislava.

Warning:

Check roll convention and EOM.

    \ingroup indexes

Definition at line 46 of file skkbribor.hpp.

Constructor & Destructor Documentation

SKKBribor()

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

Definition at line 48 of file skkbribor.hpp.

        : IborIndex("SKK-BRIBOR", tenor, 2, SKKCurrency(), Slovakia(), ModifiedFollowing, false, Actual360(), h) {}