CHFSaron Class Reference

CHF SARON rate More...

#include <qle/indexes/ibor/chfsaron.hpp>

Inheritance diagram for CHFSaron:

Collaboration diagram for CHFSaron:

Public Member Functions
	CHFSaron (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

CHF SARON rate

Swiss Average Rate Overnight published by SNB.

See https://www.snb.ch/en/ifor/finmkt/id/finmkt_repos_saron.

Definition at line 42 of file chfsaron.hpp.

Constructor & Destructor Documentation

CHFSaron()

CHFSaron

(

const Handle< YieldTermStructure > &

h = Handle<YieldTermStructure>()

)

Definition at line 44 of file chfsaron.hpp.

        : OvernightIndex("CHF-SARON", 0, CHFCurrency(), Switzerland(), Actual360(), h) {}