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Reference manual - version qle_version
ibor Directory Reference

Files

 
ambor.hpp
 USD-AMBOR index for 30D and 90D terms.
 
ameribor.hpp
 AMERIBOR overnight index, https://ameribor.net.
 
boebaserate.hpp
 Bank of England base rate index, https://www.bankrate.com/uk/mortgages/bank-of-england-base-rate/.
 
brlcdi.hpp
 BRL-CDI index.
 
chfsaron.hpp
 Swiss Average Rate Overnight (SARON).
 
chftois.hpp
 Swiss Franc T/N rate on Reuters page CHFTOIS.
 
clpcamara.hpp
 CLP-CAMARA index.
 
cnhhibor.hpp
 CNH-HIBOR index.
 
cnhshibor.hpp
 CNH-SHIBOR index.
 
cnyrepofix.hpp
 CNY-CNREPOFIX=CFXS-Reuters index.
 
copibr.hpp
 COP-IBR index.
 
corra.hpp
 Canadian Overnight Repo Rate Average (CORRA) index class.
 
czkpribor.hpp
 CZK-PRIBOR index.
 
demlibor.hpp
 DEM-LIBOR index.
 
dkkcibor.hpp
 DKK-CIBOR index.
 
dkkcita.hpp
 DKK T/N rate.
 
dkkois.hpp
 DKK T/N rate.
 
hkdhibor.hpp
 HKD-HIBOR index.
 
hkdhonia.hpp
 HKD-HONIA index.
 
hufbubor.hpp
 HUF-BUBOR index.
 
idridrfix.hpp
 IDR-IDRFIX index.
 
idrjibor.hpp
 IDR-JIBOR index.
 
ilstelbor.hpp
 ILS-TELBOR index.
 
inrmiborois.hpp
 INR-MIBOROIS index.
 
inrmifor.hpp
 INR-MIFOR index.
 
jpyeytibor.hpp
 JPY Euroyen TIBOR index
 
krwcd.hpp
 KRW-CD index.
 
krwkoribor.hpp
 KRW-KORIBOR index.
 
mxntiie.hpp
 MXN-TIIE index.
 
myrklibor.hpp
 MYR-KLIBOR index.
 
noknibor.hpp
 NOK-NIBOR index.
 
nowa.hpp
 Norwegian Overnight Weighted Average (NOWA) index class.
 
nzdbkbm.hpp
 NZD-BKBM index.
 
phpphiref.hpp
 PHP-PHIREF index.
 
plnpolonia.hpp
 PLN-POLONIA index.
 
primeindex.hpp
 USD-Prime index.
 
rubkeyrate.hpp
 RUB-KEYRATE index.
 
saibor.hpp
 SAR-SAIBOR index.
 
seksior.hpp
 SEK T/N rate.
 
sekstibor.hpp
 SEK-STIBOR index.
 
sekstina.hpp
 SEK T/N rate.
 
sgdsibor.hpp
 SGD-SIBOR index.
 
sgdsor.hpp
 SGD-SOR index.
 
skkbribor.hpp
 SKK-BRIBOR index.
 
sofr.hpp
 SOFR-TERM index
 
sonia.hpp
 SONIA index
 
sora.hpp
 Singapore Overnight Average Rate (sora).
 
termrateindex.hpp
 ibor index class to represent term rates like SOFR-1M, 3M, 6M, 12M
 
thbbibor.hpp
 THB-BIBOR index.
 
thor.hpp
 THB-THOR index.
 
tonar.hpp
 Tokyo Overnight Average Rate (TONAR).