JPYEYTIBOR Class Reference

JPY Euroyen TIBOR index More...

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

Inheritance diagram for JPYEYTIBOR:

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

Detailed Description

JPY Euroyen TIBOR index

Tokyo Euroyen Interbank Offered Rate.

See http://www.jbatibor.or.jp/english/rate/

Warning:

This is the offshore rate fixed by JBA.