QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
swestr.hpp File Reference

SWESTR index More...

#include <ql/currencies/europe.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/sweden.hpp>
#include <ql/time/daycounters/actual360.hpp>

Go to the source code of this file.

Classes

class  Swestr
 Swestr (Swedish krona Short Term Rate) index. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

SWESTR index

Definition in file swestr.hpp.