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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Nzocr index More...
#include <ql/indexes/ibor/nzocr.hpp>
Public Member Functions | |
| Nzocr (const Handle< YieldTermStructure > &h={}) | |
Nzocr index
Nzocr (New Zealand official cash rate) rate fixed by the RBNZ.
See http://www.rbnz.govt.nz/monetary-policy/official-cash-rate-decisions.