24#ifndef quantlib_bkbm_hpp
25#define quantlib_bkbm_hpp
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>
49 "for daily tenors (" << this->
tenor() <<
50 ") dedicated DailyTenor constructor must be used");
Actual/365 (Fixed) day count convention.
Bkbm1M(const Handle< YieldTermStructure > &h={})
Bkbm2M(const Handle< YieldTermStructure > &h={})
Bkbm3M(const Handle< YieldTermStructure > &h={})
Bkbm4M(const Handle< YieldTermStructure > &h={})
Bkbm5M(const Handle< YieldTermStructure > &h={})
Bkbm6M(const Handle< YieldTermStructure > &h={})
Bkbm(const Period &tenor, const Handle< YieldTermStructure > &h={})
Shared handle to an observable.
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)