boebaserate.hpp File Reference

Bank of England base rate index, https://www.bankrate.com/uk/mortgages/bank-of-england-base-rate/. More...

#include <ql/currencies/europe.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/unitedkingdom.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>

Go to the source code of this file.

Classes
class	BOEBaseRateIndex
	Bank of England Base Rate index. More...

Namespaces
namespace	QuantExt

Detailed Description

Bank of England base rate index, https://www.bankrate.com/uk/mortgages/bank-of-england-base-rate/.

Definition in file boebaserate.hpp.