dkkcita.hpp

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/*
  Copyright (C) 2021 Skandinaviska Enskilda Banken AB (publ)
  All rights reserved.
 
  This file is part of ORE, a free-software/open-source library
  for transparent pricing and risk analysis - http://opensourcerisk.org
  ORE is free software: you can redistribute it and/or modify it
  under the terms of the Modified BSD License.  You should have received a
  copy of the license along with this program.
  The license is also available online at <http://opensourcerisk.org>
  This program is distributed on the basis that it will form a useful
  contribution to risk analytics and model standardisation, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
 /*! \file dkkcita.hpp
     \brief DKK T/N rate
     \ingroup indexes
 */
 
 #ifndef quantext_dkkcita_hpp
 #define quantext_dkkcita_hpp
 
 #include <ql/currencies/europe.hpp>
 #include <ql/indexes/iborindex.hpp>
 #include <ql/time/calendars/denmark.hpp>
 #include <ql/time/daycounters/actual360.hpp>
 
 namespace QuantExt {
 using namespace QuantLib;
 
 //! %DKK CITA
 /*! %DKK Copenhagen Interbank T/N Average rate
 \remark Using Denmark calendar.
 \ingroup indexes
 */
 class DKKCita : public OvernightIndex {
 public:
     DKKCita(const Handle<YieldTermStructure>& h = Handle<YieldTermStructure>())
         : OvernightIndex("DKK-CITA", 1, DKKCurrency(), Denmark(), Actual360(), h) {}
 };
 } // namespace QuantExt
 
 #endif