QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
ql
indexes
ibor
nzocr.hpp
Go to the documentation of this file.
1
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3
/*
4
Copyright (C) 2016 Fabrice Lecuyer
5
6
This file is part of QuantLib, a free-software/open-source library
7
for financial quantitative analysts and developers - http://quantlib.org/
8
9
QuantLib is free software: you can redistribute it and/or modify it
10
under the terms of the QuantLib license. You should have received a
11
copy of the license along with this program; if not, please email
12
<quantlib-dev@lists.sf.net>. The license is also available online at
13
<http://quantlib.org/license.shtml>.
14
15
This program is distributed in the hope that it will be useful, but WITHOUT
16
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17
FOR A PARTICULAR PURPOSE. See the license for more details.
18
*/
19
20
/*! \file nzocr.hpp
21
\brief %NZOCR index
22
*/
23
24
#ifndef quantlib_nzocr_hpp
25
#define quantlib_nzocr_hpp
26
27
#include <
ql/indexes/iborindex.hpp
>
28
#include <
ql/time/calendars/newzealand.hpp
>
29
#include <
ql/time/daycounters/actual365fixed.hpp
>
30
#include <
ql/currencies/oceania.hpp
>
31
32
namespace
QuantLib
{
33
34
//! %Nzocr index
35
/*! %Nzocr (New Zealand official cash rate) rate fixed by the RBNZ.
36
37
See <http://www.rbnz.govt.nz/monetary-policy/official-cash-rate-decisions>.
38
*/
39
class
Nzocr
:
public
OvernightIndex
{
40
public
:
41
explicit
Nzocr
(
const
Handle<YieldTermStructure>
& h = {})
42
:
OvernightIndex
(
"Nzocr"
, 0,
NZDCurrency
(),
43
NewZealand
(),
44
Actual365Fixed
(), h) {}
45
};
46
47
}
48
49
#endif
actual365fixed.hpp
Actual/365 (Fixed) day counter.
QuantLib::Actual365Fixed
Actual/365 (Fixed) day count convention.
Definition:
actual365fixed.hpp:45
QuantLib::Handle
Shared handle to an observable.
Definition:
handle.hpp:41
QuantLib::NZDCurrency
New Zealand dollar.
Definition:
oceania.hpp:56
QuantLib::NewZealand
New Zealand calendar.
Definition:
newzealand.hpp:59
QuantLib::Nzocr
Nzocr index
Definition:
nzocr.hpp:39
QuantLib::Nzocr::Nzocr
Nzocr(const Handle< YieldTermStructure > &h={})
Definition:
nzocr.hpp:41
QuantLib::OvernightIndex
Definition:
iborindex.hpp:88
iborindex.hpp
base class for Inter-Bank-Offered-Rate indexes
QuantLib
Definition:
any.hpp:35
newzealand.hpp
New Zealand calendar.
oceania.hpp
Oceanian currencies.
Generated by
Doxygen
1.9.5