BRLCdi Class Reference

BRL-CDI index. More...

#include <qle/indexes/ibor/brlcdi.hpp>

Inheritance diagram for BRLCdi:

Public Member Functions
	BRLCdi (const QuantLib::Handle< QuantLib::YieldTermStructure > &h=QuantLib::Handle< QuantLib::YieldTermStructure >())
InterestRateIndex interface
QuantLib::Rate	forecastFixing (const QuantLib::Date &fixingDate) const override
IborIndex interface
boost::shared_ptr< IborIndex >	clone (const QuantLib::Handle< QuantLib::YieldTermStructure > &h) const override

Detailed Description

BRL-CDI index.