Cdi Class Reference

BRL-CDI Index: relevant for https://en.wikipedia.org/wiki/Brazilian_Swap. More...

#include <ql/indexes/ibor/cdi.hpp>

Public Member Functions
	Cdi (const Handle< YieldTermStructure > &h={})
Rate	forecastFixing (const Date &fixingDate) const override
	It can be overridden to implement particular conventions.

Detailed Description

BRL-CDI Index: relevant for https://en.wikipedia.org/wiki/Brazilian_Swap.

Member Function Documentation

forecastFixing()

Rate forecastFixing ( const Date & fixingDate ) const

overridevirtual

It can be overridden to implement particular conventions.

Implements InterestRateIndex.