TWDTaibor Class Reference

TWD-TAIBOR index. More...

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

Inheritance diagram for TWDTaibor:

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

Detailed Description

TWD-TAIBOR index.

TWD-TAIBOR rate.

Warning:

Check roll convention and EOM.