INRMiborOis Class Reference

INR-MIBOROIS index. More...

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

Inheritance diagram for INRMiborOis:

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

Detailed Description

INR-MIBOROIS index.

Benchmark rate for Overnight Mumbai Interbank Outright Rate (MIBOR) rate overseen by FBIL.

See https://fbil.org.in/.

Remarks

Using India calendar, should be Mumbai (excluding Saturday).

Warning:

Check roll convention and EOM.

    \ingroup indexes