NZDBKBM Class Reference

NZD-BKBM index. More...

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

Inheritance diagram for NZDBKBM:

Public Member Functions
	NZDCurrency ()
	NewZealand ()
	ActualActual (ActualActual::ISDA)

Public Attributes
	: IborIndex("NZD-BKBM"
	tenor
	ModifiedFollowing
	false

Detailed Description

NZD-BKBM index.

NZD-BKBM rate published by NZFMA.

See http://www.nzfma.org.

Warning

Check roll convention and EOM.

    \ingroup indexes