QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
jibar.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) 2000, 2001, 2002, 2003 RiskMap srl
5 Copyright (C) 2003, 2004, 2005 StatPro Italia srl
6
7This file is part of QuantLib, a free-software/open-source library
8for financial quantitative analysts and developers - http://quantlib.org/
9
10QuantLib is free software: you can redistribute it and/or modify it
11under the terms of the QuantLib license. You should have received a
12copy of the license along with this program; if not, please email
13<quantlib-dev@lists.sf.net>. The license is also available online at
14<http://quantlib.org/license.shtml>.
15
16This program is distributed in the hope that it will be useful, but WITHOUT
17ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
21/*! \file jibar.hpp
22 \brief %JIBAR rate
23*/
24
25#ifndef quantlib_jibar_hpp
26#define quantlib_jibar_hpp
27
32
33namespace QuantLib {
34
35 //! %JIBAR rate
36 /*! Johannesburg Interbank Agreed Rate
37
38 \todo check settlement days and day-count convention.
39 */
40 class Jibar : public IborIndex {
41 public:
43 const Handle<YieldTermStructure>& h = {})
44 : IborIndex("Jibar", tenor, 0, ZARCurrency(),
46 Actual365Fixed(), h) {}
47 };
48
49}
50
51
52#endif
Actual/365 (Fixed) day counter.
African currencies.
Actual/365 (Fixed) day count convention.
Shared handle to an observable.
Definition: handle.hpp:41
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
Definition: iborindex.hpp:35
JIBAR rate
Definition: jibar.hpp:40
Jibar(const Period &tenor, const Handle< YieldTermStructure > &h={})
Definition: jibar.hpp:42
South-African calendar.
Definition: southafrica.hpp:58
South-African rand.
Definition: africa.hpp:166
base class for Inter-Bank-Offered-Rate indexes
Definition: any.hpp:35
South-African calendar.