CNHHibor Class Reference

CNH-HIBOR index. More...

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

Inheritance diagram for CNHHibor:

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

Detailed Description

CNH-HIBOR index.

CNH-HIBOR rate overseen by The Hong Kong Association of Banks.

See http://www.hkab.org.hk.

Warning

Check roll convention and EOM.

    \ingroup indexes