THBBibor Class Reference

THB-BIBOR index/. More...

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

Inheritance diagram for THBBibor:

Collaboration diagram for THBBibor:

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

Detailed Description

THB-BIBOR index/.

THB-BIBOR rate.

No THB Calendar in QuantLib

Definition at line 40 of file thbbibor.hpp.

Constructor & Destructor Documentation

THBBibor()

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

Definition at line 42 of file thbbibor.hpp.

        : IborIndex("THB-BIBOR", tenor, 2, THBCurrency(), Thailand(), ModifiedFollowing, false, Actual365Fixed(), h) {}