#include <qle/indexes/genericiborindex.hpp>

Inheritance diagram for GenericIborIndex:

Public Member Functions
	GenericIborIndex (const Period &tenor, const Currency &ccy, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Rate	pastFixing (const Date &fixingDate) const override
QuantLib::ext::shared_ptr< IborIndex >	clone (const Handle< YieldTermStructure > &h) const override

Detailed Description

Generic Ibor Index.

This Ibor Index allows you to wrap any arbitrary currency in a generic index.

We assume 2 settlement days, Target Calendar, ACT/360.

The name is always CCY-GENERIC so there is no risk of collision with real ibor names

Public Member Functions