Generic Ibor Index. More...
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/time/daycounters/actual360.hpp>
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Classes | |
class | GenericIborIndex |
Generic Ibor Index. More... | |
Namespaces | |
namespace | QuantExt |
Generic Ibor Index.
Definition in file genericiborindex.hpp.