CNH-SHIBOR index. More...
#include <qle/indexes/ibor/cnhshibor.hpp>
Public Member Functions | |
CNHShibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) | |
CNH-SHIBOR index.
CNH-SHIBOR rate overseen by The Hong Kong Association of Banks.
\ingroup indexes