Tonar Class Reference

JPY TONAR rate More...

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

Inheritance diagram for Tonar:

Public Member Functions
	Tonar (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

JPY TONAR rate

Tokyo Overnight Average Rate published by BOJ.

See http://www.boj.or.jp/en/statistics/market/short/mutan/.

Remarks

There is a publication lag of 1 business day. Using Japan calendar, should be Tokyo.