chftois.hpp File Reference

Swiss Franc T/N rate on Reuters page CHFTOIS. 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	CHFTois
	CHF TOIS rate More...

Namespaces
namespace	QuantExt

Detailed Description

Swiss Franc T/N rate on Reuters page CHFTOIS.

Definition in file chftois.hpp.