SKKBribor Class Reference

SKK-BRIBOR index. More...

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

Inheritance diagram for SKKBribor:

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

Detailed Description

SKK-BRIBOR index.

SKK-BRIBOR rate overseen by the central bank of the Slovak Republic.

See http://www.nbs.sk/en/home.

Remarks

Using Slovakia calendar, should be Bratislava.

Warning:

Check roll convention and EOM.

    \ingroup indexes