/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2024 Jongbong An

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

#include <ql/currencies/asia.hpp>

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

#include <ql/indexes/iborindex.hpp>

#include <ql/time/calendars/southkorea.hpp>

#include <ql/time/daycounters/actual365fixed.hpp>

namespace QuantLib {

    Kofr::Kofr(const Handle<YieldTermStructure>& h)

    : OvernightIndex(

          "KOFR", 0, KRWCurrency(), SouthKorea(SouthKorea::Settlement), Actual365Fixed(), h) {}

}