HKDHibor Class Reference

HKD-HIBOR index. More...

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

Inheritance diagram for HKDHibor:

Public Member Functions
	HKDHibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

HKD-HIBOR index.

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

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

Warning:

Check roll convention and EOM.

    \ingroup indexes