USDAmeribor Class Reference

AMERIBOR overnight rate. More...

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

Inheritance diagram for USDAmeribor:

Collaboration diagram for USDAmeribor:

Public Member Functions
	USDAmeribor (const QuantLib::Handle< YieldTermStructure > &h=QuantLib::Handle< YieldTermStructure >())

Detailed Description

AMERIBOR overnight rate.

Definition at line 37 of file ameribor.hpp.

Constructor & Destructor Documentation

USDAmeribor()

USDAmeribor ( const QuantLib::Handle< YieldTermStructure > &  h = QuantLib::Handle<YieldTermStructure>() )

explicit

Definition at line 25 of file ameribor.cpp.

    : OvernightIndex("USD-AMERIBOR", 0, USDCurrency(), UnitedStates(UnitedStates::Settlement), Actual360(), h) {}