krwkoribor.hpp File Reference

KRW-KORIBOR index. More...

#include <ql/currencies/asia.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/southkorea.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>

Go to the source code of this file.

Classes
class	KRWKoribor
	KRW-KORIBOR index. More...

Namespaces
namespace	QuantExt

Detailed Description

KRW-KORIBOR index.

Definition in file krwkoribor.hpp.