USDAmbor Class Reference

USD-AMBOR index. More...

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

Inheritance diagram for USDAmbor:

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

Detailed Description

USD-AMBOR index.

USD-AMBOR index for 30D and 90D terms

See <https://ameribor.net