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Fully annotated reference manual - version 1.8.12
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ibor Directory Reference

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]