IDRIdrfix Class Reference

IDR-IDRFIX index. More...

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

Inheritance diagram for IDRIdrfix:

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

Detailed Description

IDR-IDRFIX index.

IDR-IDRFIX rate.

See http://www.fimmda.org.

Remarks

Using Indonesia calendar, should be Jakarta.

Warning

Check roll convention and EOM.

    \ingroup indexes