sgdsor.hpp File Reference

SGD-SOR index. More...

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

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Classes
class	SGDSor
	SGD-SOR index. More...

Namespaces
namespace	QuantExt

Detailed Description

SGD-SOR index.

Definition in file sgdsor.hpp.