TWDTaibor Class Reference

TWD-TAIBOR index. More...

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

Inheritance diagram for TWDTaibor:

Collaboration diagram for TWDTaibor:

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

Detailed Description

TWD-TAIBOR index.

TWD-TAIBOR rate.

Warning:

Check roll convention and EOM.

Definition at line 42 of file twdtaibor.hpp.

Constructor & Destructor Documentation

TWDTaibor()

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

Definition at line 44 of file twdtaibor.hpp.

        : IborIndex("TWD-TAIBOR", tenor, 2, TWDCurrency(), Taiwan(), ModifiedFollowing, false, Actual365Fixed(), h) {}