Class Kofr

Namespace

NanoQL.Indexes

Assembly

NanoQL.dll

The KOFR index: the Korea Overnight Financing Repo Rate, published by the Korea Securities Depository (KSD).

public sealed class Kofr : OvernightIndex

Inheritance

object

FinancialIndex

InterestRateIndex

IborIndex

OvernightIndex

Kofr

Inherited Members

OvernightIndex.GrowthFactor(double, double)

OvernightIndex.SimpleAccrual(double, double)

OvernightIndex.Clone(YieldTermStructure)

IborIndex.MaturityDate(Date)

IborIndex.ForecastFixing(Date, EvaluationContext)

IborIndex.BusinessDayConvention

IborIndex.EndOfMonth

IborIndex.ForwardingTermStructure

InterestRateIndex.IsValidFixingDate(Date)

InterestRateIndex.Fixing(Date, EvaluationContext, bool)

InterestRateIndex.FixingDate(Date)

InterestRateIndex.ValueDate(Date)

InterestRateIndex.Name

InterestRateIndex.FixingCalendar

InterestRateIndex.FamilyName

InterestRateIndex.Tenor

InterestRateIndex.FixingDays

InterestRateIndex.Currency

InterestRateIndex.DayCounter

FinancialIndex.HasHistoricalFixing(Date, EvaluationContext)

FinancialIndex.PastFixing(Date, EvaluationContext)

FinancialIndex.TimeSeries(EvaluationContext)

FinancialIndex.AllowsNativeFixings

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

Please refer to (1) https://www.bok.or.kr/eng/main/contents.do?menuNo=400399 (Overview) and (2) https://www.kofr.kr/main.jsp (Detailed information).

Constructors

Kofr(YieldTermStructure?)

Initializes a new instance of the Kofr class.

public Kofr(YieldTermStructure? h = null)

Parameters

h YieldTermStructure

The forwarding curve, or null for none.