TermRateIndex Class Reference

Inheritance diagram for TermRateIndex:

Public Member Functions
	TermRateIndex (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency &currency, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, Handle< YieldTermStructure > h=Handle< YieldTermStructure >(), const boost::shared_ptr< OvernightIndex > &rfrIndex=nullptr)
boost::shared_ptr< OvernightIndex >	rfrIndex () const