termrateindex.hpp File Reference

ibor index class to represent term rates like SOFR-1M, 3M, 6M, 12M More...

#include <ql/indexes/iborindex.hpp>

Go to the source code of this file.

Classes
class	TermRateIndex

Namespaces
namespace	QuantExt

Detailed Description

ibor index class to represent term rates like SOFR-1M, 3M, 6M, 12M

Definition in file termrateindex.hpp.