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Reference manual - version qle_version
Public Member Functions | List of all members
CNHHibor Class Reference

CNH-HIBOR index. More...

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

+ Inheritance diagram for CNHHibor:

Public Member Functions

 CNHHibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
 

Detailed Description

CNH-HIBOR index.

CNH-HIBOR rate overseen by The Hong Kong Association of Banks.

See http://www.hkab.org.hk.

Warning:
Check roll convention and EOM.
    \ingroup indexes