Reference manual - version qle_version
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KRWCd
Public Member Functions
|
List of all members
KRWCd Class Reference
Indexes
KRW-CD index.
More...
#include <qle/indexes/ibor/krwcd.hpp>
Inheritance diagram for KRWCd:
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Public Member Functions
KRWCd
(const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
KRW-CD index.
KRW-CD rate.
Warning:
Check roll convention and EOM.
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