myrklibor.hpp File Reference

MYR-KLIBOR index. More...

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

Go to the source code of this file.

Classes
class	MYRKlibor
	MYR-KLIBOR index. More...

Namespaces
namespace	QuantExt

Detailed Description

MYR-KLIBOR index.

Definition in file myrklibor.hpp.