Tonar Class Reference

JPY TONAR rate More...

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

Inheritance diagram for Tonar:

Collaboration diagram for Tonar:

Public Member Functions
	Tonar (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

JPY TONAR rate

Tokyo Overnight Average Rate published by BOJ.

See http://www.boj.or.jp/en/statistics/market/short/mutan/.

Remarks

There is a publication lag of 1 business day. Using Japan calendar, should be Tokyo.

Definition at line 45 of file tonar.hpp.

Constructor & Destructor Documentation

Tonar()

Tonar

(

const Handle< YieldTermStructure > &

h = Handle<YieldTermStructure>()

)

Definition at line 47 of file tonar.hpp.

        : OvernightIndex("TONAR", 0, JPYCurrency(), Japan(), Actual365Fixed(), h) {}