Files | |
file | ambor.hpp [code] |
USD-AMBOR index for 30D and 90D terms. | |
file | ameribor.cpp [code] |
file | ameribor.hpp [code] |
AMERIBOR overnight index, https://ameribor.net. | |
file | boebaserate.cpp [code] |
file | boebaserate.hpp [code] |
Bank of England base rate index, https://www.bankrate.com/uk/mortgages/bank-of-england-base-rate/. | |
file | brlcdi.cpp [code] |
file | brlcdi.hpp [code] |
BRL-CDI index. | |
file | chfsaron.hpp [code] |
Swiss Average Rate Overnight (SARON) | |
file | chftois.hpp [code] |
Swiss Franc T/N rate on Reuters page CHFTOIS. | |
file | clpcamara.hpp [code] |
CLP-CAMARA index. | |
file | cnhhibor.hpp [code] |
CNH-HIBOR index. | |
file | cnhshibor.hpp [code] |
CNH-SHIBOR index. | |
file | cnyrepofix.hpp [code] |
CNY-CNREPOFIX=CFXS-Reuters index. | |
file | copibr.hpp [code] |
COP-IBR index. | |
file | corra.hpp [code] |
Canadian Overnight Repo Rate Average (CORRA) index class. | |
file | czkpribor.hpp [code] |
CZK-PRIBOR index. | |
file | demlibor.hpp [code] |
DEM-LIBOR index. | |
file | dkkcibor.hpp [code] |
DKK-CIBOR index. | |
file | dkkcita.hpp [code] |
DKK T/N rate. | |
file | dkkois.hpp [code] |
DKK T/N rate. | |
file | hkdhibor.hpp [code] |
HKD-HIBOR index. | |
file | hkdhonia.hpp [code] |
HKD-HONIA index. | |
file | hufbubor.hpp [code] |
HUF-BUBOR index. | |
file | idridrfix.hpp [code] |
IDR-IDRFIX index. | |
file | idrjibor.hpp [code] |
IDR-JIBOR index. | |
file | ilstelbor.hpp [code] |
ILS-TELBOR index. | |
file | inrmiborois.hpp [code] |
INR-MIBOROIS index. | |
file | inrmifor.hpp [code] |
INR-MIFOR index. | |
file | jpyeytibor.hpp [code] |
JPY Euroyen TIBOR index | |
file | krwcd.hpp [code] |
KRW-CD index. | |
file | krwkoribor.hpp [code] |
KRW-KORIBOR index. | |
file | mxntiie.hpp [code] |
MXN-TIIE index. | |
file | myrklibor.hpp [code] |
MYR-KLIBOR index. | |
file | noknibor.hpp [code] |
NOK-NIBOR index. | |
file | nowa.hpp [code] |
Norwegian Overnight Weighted Average (NOWA) index class. | |
file | nzdbkbm.hpp [code] |
NZD-BKBM index. | |
file | phpphiref.hpp [code] |
PHP-PHIREF index. | |
file | plnpolonia.hpp [code] |
PLN-POLONIA index. | |
file | primeindex.cpp [code] |
file | primeindex.hpp [code] |
USD-Prime index. | |
file | rubkeyrate.hpp [code] |
RUB-KEYRATE index. | |
file | saibor.hpp [code] |
SAR-SAIBOR index. | |
file | seksior.hpp [code] |
SEK T/N rate. | |
file | sekstibor.hpp [code] |
SEK-STIBOR index. | |
file | sekstina.hpp [code] |
SEK T/N rate. | |
file | sgdsibor.hpp [code] |
SGD-SIBOR index. | |
file | sgdsor.hpp [code] |
SGD-SOR index. | |
file | skkbribor.hpp [code] |
SKK-BRIBOR index. | |
file | sofr.cpp [code] |
file | sofr.hpp [code] |
SOFR-TERM index | |
file | sonia.cpp [code] |
file | sonia.hpp [code] |
SONIA index | |
file | sora.hpp [code] |
Singapore Overnight Average Rate (sora) | |
file | termrateindex.hpp [code] |
ibor index class to represent term rates like SOFR-1M, 3M, 6M, 12M | |
file | thbbibor.hpp [code] |
THB-BIBOR index. | |
file | thor.hpp [code] |
THB-THOR index. | |
file | tonar.hpp [code] |
Tokyo Overnight Average Rate (TONAR) | |
file | twdtaibor.hpp [code] |