20#include <ql/indexes/ibor/shibor.hpp>
21#include <ql/currencies/asia.hpp>
22#include <ql/time/calendars/china.hpp>
23#include <ql/time/daycounters/actual360.hpp>
38 QL_FAIL(
"invalid time units");
47 China(
China::IB), shiborConvention(tenor), false,
52 return ext::shared_ptr<IborIndex>(
new Shibor(
tenor(), h));
Actual/360 day count convention.
Shared handle to an observable.
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
ext::shared_ptr< IborIndex > clone(const Handle< YieldTermStructure > &forwarding) const override
returns a copy of itself linked to a different forwarding curve
Shibor(const Period &tenor, const Handle< YieldTermStructure > &h={})
BusinessDayConvention
Business Day conventions.