COPIbr Class Reference

COP-IBR index. More...

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

Inheritance diagram for COPIbr:

Public Member Functions
	COPIbr (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

COP-IBR index.

COP-IBR is used in the COP-IBR-OIS-COMPOUND floating rate as outlined in Supplement number 31 to the 2006 ISDA Definitions.

COP-IBR is the overnight Colombian Peso money market reference rate Indicador Bancario de Referencia as determined by the Banco de la Republica de Colombia and published at approximately 11:00 a.m. Bogota time on www.banrep.gov.co/series-estadisticas/see_tas_inter_ibr.htm.