SAibor Class Reference

SAR-SAIBOR index. More...

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

Inheritance diagram for SAibor:

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

Detailed Description

SAR-SAIBOR index.

SAR-SAIBOR rate published by SAMA

See http://www.sama.gov.sa

Warning:

Check roll convention and EOM.