sora.hpp File Reference

Singapore Overnight Average Rate (sora) More...

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

Go to the source code of this file.

Classes
class	Sora
	SGD SORA rate More...

Namespaces
namespace	QuantExt

Detailed Description

Singapore Overnight Average Rate (sora)

Definition in file sora.hpp.