INRMifor Class Reference

INR-MIFOR index. More...

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

Inheritance diagram for INRMifor:

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

Detailed Description

INR-MIFOR index.

INR-MIFOR rate overseen by FIMMDA.

See http://www.fimmda.org.

Remarks

Using India calendar, should be Mumbai (excluding Saturday).

Warning

Check roll convention and EOM.

    \ingroup indexes