nowa.hpp File Reference

Norwegian Overnight Weighted Average (NOWA) index class. More...

#include <ql/currencies/europe.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/norway.hpp>
#include <ql/time/daycounters/actualactual.hpp>

Go to the source code of this file.

Classes
class	Nowa

Namespaces
namespace	QuantExt

Detailed Description

Norwegian Overnight Weighted Average (NOWA) index class.

Definition in file nowa.hpp.