fallbackovernightindex.hpp File Reference

wrapper class for overnight index managing the fallback rules More...

#include <qle/cashflows/overnightindexedcoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <vector>

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Classes
class	FallbackOvernightIndex

Namespaces
namespace	QuantExt

Detailed Description

wrapper class for overnight index managing the fallback rules

Definition in file fallbackovernightindex.hpp.