saibor.hpp File Reference

SAR-SAIBOR index. More...

#include <ql/currencies/asia.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/saudiarabia.hpp>
#include <ql/time/daycounters/actual360.hpp>

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Classes
class	SAibor
	SAR-SAIBOR index. More...

Namespaces
namespace	QuantExt

Detailed Description

SAR-SAIBOR index.

Definition in file saibor.hpp.