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] |