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

IDR-JIBOR index. More...

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

+ Inheritance diagram for IDRJibor:

Public Member Functions

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

Detailed Description

IDR-JIBOR index.

IDR-JIBOR rate.

See https://www.bi.go.id/en/moneter/jibor/tentang/Contents/Default.aspx.

    \ingroup indexes