/src/quantlib/ql/indexes/ibor/bibor.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2018 Matthias Groncki |
5 | | |
6 | | This file is part of QuantLib, a free-software/open-source library |
7 | | for financial quantitative analysts and developers - http://quantlib.org/ |
8 | | |
9 | | QuantLib is free software: you can redistribute it and/or modify it |
10 | | under the terms of the QuantLib license. You should have received a |
11 | | copy of the license along with this program; if not, please email |
12 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
13 | | <https://www.quantlib.org/license.shtml>. |
14 | | |
15 | | This program is distributed in the hope that it will be useful, but WITHOUT |
16 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
17 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
18 | | */ |
19 | | |
20 | | /*! \file bibor.hpp |
21 | | \brief %Bangkok Interbank Offered Rate index |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_bibor_hpp |
25 | | #define quantlib_bibor_hpp |
26 | | |
27 | | #include <ql/indexes/iborindex.hpp> |
28 | | |
29 | | namespace QuantLib { |
30 | | |
31 | | //! %Bibor index |
32 | | /*! Bangkok Interbank Offered Rate fixed by the Bank of Thailand BOT. |
33 | | */ |
34 | | class Bibor : public IborIndex { |
35 | | public: |
36 | | Bibor(const Period& tenor, |
37 | | const Handle<YieldTermStructure>& h = {}); |
38 | | }; |
39 | | |
40 | | |
41 | | //! 1-week %Bibor index |
42 | | class BiborSW : public Bibor { |
43 | | public: |
44 | | explicit BiborSW(const Handle<YieldTermStructure>& h = {}) |
45 | 0 | : Bibor(Period(1, Weeks), h) {} |
46 | | }; |
47 | | |
48 | | |
49 | | //! 1-month %Bibor index |
50 | | class Bibor1M : public Bibor { |
51 | | public: |
52 | | explicit Bibor1M(const Handle<YieldTermStructure>& h = {}) |
53 | 0 | : Bibor(Period(1, Months), h) {} |
54 | | }; |
55 | | |
56 | | //! 2-months %Bibor index |
57 | | class Bibor2M : public Bibor { |
58 | | public: |
59 | | explicit Bibor2M(const Handle<YieldTermStructure>& h = {}) |
60 | 0 | : Bibor(Period(2, Months), h) {} |
61 | | }; |
62 | | |
63 | | //! 3-months %Bibor index |
64 | | class Bibor3M : public Bibor { |
65 | | public: |
66 | | explicit Bibor3M(const Handle<YieldTermStructure>& h = {}) |
67 | 0 | : Bibor(Period(3, Months), h) {} |
68 | | }; |
69 | | |
70 | | //! 6-months %Bibor index |
71 | | class Bibor6M : public Bibor { |
72 | | public: |
73 | | explicit Bibor6M(const Handle<YieldTermStructure>& h = {}) |
74 | 0 | : Bibor(Period(6, Months), h) {} |
75 | | }; |
76 | | |
77 | | //! 1-year %Bibor index |
78 | | class Bibor1Y : public Bibor { |
79 | | public: |
80 | | explicit Bibor1Y(const Handle<YieldTermStructure>& h = {}) |
81 | 0 | : Bibor(Period(1, Years), h) {} |
82 | | }; |
83 | | |
84 | | } |
85 | | |
86 | | #endif |