BRL-CDI index. More...
#include <qle/indexes/ibor/brlcdi.hpp>
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< IborIndex > | clone (const QuantLib::Handle< QuantLib::YieldTermStructure > &h) const override |
BRL-CDI index.