USDAmbor Class Reference

USD-AMBOR index. More...

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

Inheritance diagram for USDAmbor:

Collaboration diagram for USDAmbor:

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

Detailed Description

USD-AMBOR index.

USD-AMBOR index for 30D and 90D terms

See <https://ameribor.net

Definition at line 42 of file ambor.hpp.

Constructor & Destructor Documentation

USDAmbor()

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

Definition at line 44 of file ambor.hpp.

        : IborIndex("USD-AMBOR", tenor, 2, USDCurrency(), UnitedStates(UnitedStates::Settlement), ModifiedFollowing, false, Actual360(), h) {}