chfsaron.hpp File Reference

Swiss Average Rate Overnight (SARON) More...

#include <ql/currencies/europe.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/switzerland.hpp>
#include <ql/time/daycounters/actual360.hpp>

Go to the source code of this file.

Classes
class	CHFSaron
	CHF SARON rate More...

Namespaces
namespace	QuantExt

Detailed Description

Swiss Average Rate Overnight (SARON)

Definition in file chfsaron.hpp.