ameribor.hpp File Reference

AMERIBOR overnight index, https://ameribor.net. More...

#include <ql/currencies/america.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/unitedstates.hpp>
#include <ql/time/daycounters/actual360.hpp>

Go to the source code of this file.

Classes
class	USDAmeribor
	AMERIBOR overnight rate. More...

Namespaces
namespace	QuantExt

Detailed Description

AMERIBOR overnight index, https://ameribor.net.

Definition in file ameribor.hpp.