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

ILS-TELBOR index. More...

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

+ Inheritance diagram for ILSTelbor:

Public Member Functions

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

Detailed Description

ILS-TELBOR index.

ILS-TELBOR rate overseen by Bank of Israel.

See https://www.boi.org.il/en/Markets/TelborMarket/Pages/telbor.aspx.

    \ingroup indexes