QuantLib: a free/open-source library for quantitative finance
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aonia.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4Copyright (C) 2016 Fabrice Lecuyer
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 aonia.hpp
21\brief %Aonia index
22*/
23
24#ifndef quantlib_aonia_hpp
25#define quantlib_aonia_hpp
26
31
32namespace QuantLib {
33
34 //! %Aonia index
35 /*! Aonia (Australia Overnight Index Average) rate fixed by the RBA.
36
37 See <http://www.isda.org/publications/pdf/Supplement-13-to-2000DefinitionsAnnex.pdf>.
38 */
39 class Aonia : public OvernightIndex {
40 public:
41 explicit Aonia(const Handle<YieldTermStructure>& h = {})
42 : OvernightIndex("Aonia", 0, AUDCurrency(),
43 Australia(),
44 Actual365Fixed(), h) {}
45 };
46
47}
48
49#endif
Actual/365 (Fixed) day counter.
Australian calendar.
Australian dollar.
Definition: oceania.hpp:45
Actual/365 (Fixed) day count convention.
Aonia index
Definition: aonia.hpp:39
Aonia(const Handle< YieldTermStructure > &h={})
Definition: aonia.hpp:41
Australian calendar.
Definition: australia.hpp:52
Shared handle to an observable.
Definition: handle.hpp:41
base class for Inter-Bank-Offered-Rate indexes
Definition: any.hpp:35
Oceanian currencies.