CORRATerm Class Reference

Inheritance diagram for CORRATerm:

Public Member Functions
	CORRATerm (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Public Member Functions inherited from TermRateIndex
	TermRateIndex (const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency &currency, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, Handle< YieldTermStructure > h=Handle< YieldTermStructure >(), const QuantLib::ext::shared_ptr< OvernightIndex > &rfrIndex=nullptr)
QuantLib::ext::shared_ptr< OvernightIndex >	rfrIndex () const