Nzocr Class Reference

Nzocr index More...

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

Inherits OvernightIndex.

Public Member Functions
	Nzocr (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

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.