QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Tonar Class Reference

TONAR index More...

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

Public Member Functions

 Tonar (const Handle< YieldTermStructure > &h={})

Detailed Description

TONAR index

TONAR (Tokyo Overnight Average Rate) fixed by the BOJ.

See https://www3.boj.or.jp/market/en/menu_m.htm.