QuantLib: a free/open-source library for quantitative finance
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tona.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4Copyright (C) 2022 Jonghee Lee
5
6This file is part of QuantLib, a free-software/open-source library
7for financial quantitative analysts and developers - http://quantlib.org/
8
9QuantLib is free software: you can redistribute it and/or modify it
10under the terms of the QuantLib license. You should have received a
11copy 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
15This program is distributed in the hope that it will be useful, but WITHOUT
16ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file tona.hpp
21\brief %TONA index
22*/
23
24#ifndef quantlib_tona_hpp
25#define quantlib_tona_hpp
26
31
32namespace QuantLib {
33
34 //! %TONA index
35 /*! TONA (Tokyo Overnight Average) rate fixed by the BOJ.
36
37 See <https://www3.boj.or.jp/market/en/menu_m.htm>.
38 */
39 class Tona : public OvernightIndex {
40 public:
41 explicit Tona(const Handle<YieldTermStructure>& h = {})
42 : OvernightIndex("Tona", 0, JPYCurrency(),
43 Japan(),
44 Actual365Fixed(), h) {}
45 };
46
47}
48
49#endif
Actual/365 (Fixed) day counter.
Asian currencies.
Actual/365 (Fixed) day count convention.
Shared handle to an observable.
Definition: handle.hpp:41
Japanese yen.
Definition: asia.hpp:134
Japanese calendar.
Definition: japan.hpp:62
TONA index
Definition: tona.hpp:39
Tona(const Handle< YieldTermStructure > &h={})
Definition: tona.hpp:41
base class for Inter-Bank-Offered-Rate indexes
Japanese calendar.
Definition: any.hpp:35