cnhshibor.hpp File Reference

CNH-SHIBOR index. More...

#include <qle/currencies/asia.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/hongkong.hpp>
#include <ql/time/daycounters/actual360.hpp>

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Classes
class	CNHShibor
	CNH-SHIBOR index. More...

Namespaces
namespace	QuantExt

Detailed Description

CNH-SHIBOR index.

Definition in file cnhshibor.hpp.