text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2018 Matthias Groncki
  
   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.
  */
  
  /*! \file bibor.hpp
      \brief %Bangkok Interbank Offered Rate index
  */
  
  #ifndef quantlib_bibor_hpp
  #define quantlib_bibor_hpp
  
  #include <ql/indexes/iborindex.hpp>
  
  namespace QuantLib {
  
      //! %Bibor index
      /*! Bangkok Interbank Offered Rate  fixed by the Bank of Thailand BOT.
      */
      class Bibor : public IborIndex {
        public:
          Bibor(const Period& tenor,
                  const Handle<YieldTermStructure>& h =
                                      Handle<YieldTermStructure>());
      };
  
  
      //! 1-week %Bibor index
      class BiborSW : public Bibor {
        public:
          explicit BiborSW(const Handle<YieldTermStructure>& h =
                                      Handle<YieldTermStructure>())
          : Bibor(Period(1, Weeks), h) {}
      };
  
  
      //! 1-month %Euribor index
      class Bibor1M : public Bibor {
        public:
          explicit Bibor1M(const Handle<YieldTermStructure>& h =
                                      Handle<YieldTermStructure>())
          : Bibor(Period(1, Months), h) {}
      };
  
      //! 2-months %Euribor index
      class Bibor2M : public Bibor {
        public:
          explicit Bibor2M(const Handle<YieldTermStructure>& h =
                                      Handle<YieldTermStructure>())
          : Bibor(Period(2, Months), h) {}
      };
  
      //! 3-months %Bibor index
      class Bibor3M : public Bibor {
        public:
          explicit Bibor3M(const Handle<YieldTermStructure>& h =
                                      Handle<YieldTermStructure>())
          : Bibor(Period(3, Months), h) {}
      };
  
      //! 6-months %Bibor index
      class Bibor6M : public Bibor {
        public:
          explicit Bibor6M(const Handle<YieldTermStructure>& h =
                                      Handle<YieldTermStructure>())
          : Bibor(Period(6, Months), h) {}
      };
  
      //! 9-months %Bibor index
      class Bibor9M : public Bibor {
        public:
          explicit Bibor9M(const Handle<YieldTermStructure>& h =
                                      Handle<YieldTermStructure>())
          : Bibor(Period(9, Months), h) {}
      };
  
      //! 1-year %Bibor index
      class Bibor1Y : public Bibor {
        public:
          explicit Bibor1Y(const Handle<YieldTermStructure>& h =
                                      Handle<YieldTermStructure>())
          : Bibor(Period(1, Years), h) {}
      };
  
  }
  
  #endif
  