QuantLib: a free/open-source library for quantitative finance
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swestr.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ)
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file swestr.hpp
21 \brief %SWESTR index
22*/
23
24#ifndef quantlib_swestr_hpp
25#define quantlib_swestr_hpp
26
31
32namespace QuantLib {
33
34 //! %Swestr (Swedish krona Short Term Rate) index.
35 class Swestr : public OvernightIndex {
36 public:
37 explicit Swestr(const Handle<YieldTermStructure>& h = {})
38 : OvernightIndex("SWESTR", 0, SEKCurrency(), Sweden(), Actual360(), h) {}
39 };
40
41}
42
43#endif
act/360 day counter
Actual/360 day count convention.
Definition: actual360.hpp:37
Shared handle to an observable.
Definition: handle.hpp:41
Swedish krona.
Definition: europe.hpp:268
Swedish calendar.
Definition: sweden.hpp:53
Swestr (Swedish krona Short Term Rate) index.
Definition: swestr.hpp:35
Swestr(const Handle< YieldTermStructure > &h={})
Definition: swestr.hpp:37
European currencies.
base class for Inter-Bank-Offered-Rate indexes
Definition: any.hpp:35
Swedish calendar.