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Reference manual - version qle_version
BRLCdi Class Reference

BRL-CDI index. More...

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

Inheritance diagram for BRLCdi:

Public Member Functions

 BRLCdi (const QuantLib::Handle< QuantLib::YieldTermStructure > &h=QuantLib::Handle< QuantLib::YieldTermStructure >())
InterestRateIndex interface
QuantLib::Rate forecastFixing (const QuantLib::Date &fixingDate) const override
IborIndex interface
QuantLib::ext::shared_ptr< IborIndexclone (const QuantLib::Handle< QuantLib::YieldTermStructure > &h) const override

Detailed Description

BRL-CDI index.