KRWCd Class Reference

KRW-CD index. More...

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

Inheritance diagram for KRWCd:

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

Detailed Description

KRW-CD index.

KRW-CD rate.

Warning:

Check roll convention and EOM.