TonarTerm Class Reference

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

Inheritance diagram for TonarTerm:

Collaboration diagram for TonarTerm:

Public Member Functions
	TonarTerm (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Public Member Functions inherited from TermRateIndex
	TermRateIndex (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency &currency, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, Handle< YieldTermStructure > h=Handle< YieldTermStructure >(), const QuantLib::ext::shared_ptr< OvernightIndex > &rfrIndex=nullptr)
QuantLib::ext::shared_ptr< OvernightIndex >	rfrIndex () const

Detailed Description

TONAR term index https://moneyworld.jp/page/torf.html https://www.torf.co.jp/en/2021/04/26/torfrate26april/ https://corporate.quick.co.jp/en/torf/

Definition at line 55 of file tonar.hpp.

Constructor & Destructor Documentation

TonarTerm()

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

Definition at line 57 of file tonar.hpp.

        : TermRateIndex("JPY-TONARTerm", tenor, 2, JPYCurrency(), Japan(), ModifiedFollowing, false, Actual365Fixed(), h,
                        QuantLib::ext::make_shared<Tonar>(h)) {}