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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces
cnyrepofix.hpp File Reference

CNY-CNREPOFIX=CFXS-Reuters index. More...

#include <ql/currencies/asia.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/china.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>

Go to the source code of this file.

Classes

class  CNYRepoFix
 CNY-CNREPOFIX=CFXS-Reuters index. More...
 

Namespaces

namespace  QuantExt
 

Detailed Description

CNY-CNREPOFIX=CFXS-Reuters index.

Definition in file cnyrepofix.hpp.