KRWKoribor Class Reference

KRW-KORIBOR index. More...

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

Inheritance diagram for KRWKoribor:

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

Detailed Description

KRW-KORIBOR index.

KRW-KORIIBOR rate.

Warning:

Check roll convention and EOM.