#include <qle/indexes/genericiborindex.hpp>
Public Member Functions | |
GenericIborIndex (const Period &tenor, const Currency &ccy, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) | |
Rate | pastFixing (const Date &fixingDate) const override |
boost::shared_ptr< IborIndex > | clone (const Handle< YieldTermStructure > &h) const override |