QuantLib: Nzocr Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
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.