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Fully annotated reference manual - version 1.8.12
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sofr.cpp File Reference
#include <qle/indexes/ibor/sofr.hpp>
#include <ql/currencies/america.hpp>
#include <ql/indexes/ibor/sofr.hpp>
#include <ql/time/calendars/unitedstates.hpp>
#include <ql/time/daycounters/actual360.hpp>

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namespace  QuantExt