MYRKlibor Class Reference

MYR-KLIBOR index. More...

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

Inheritance diagram for MYRKlibor:

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

Detailed Description

MYR-KLIBOR index.

MYR-KLIBOR rate.

Warning:

Check roll convention and EOM.

No MYR Calendar in QuantLib