AMERIBOR overnight index, https://ameribor.net. More...
#include <ql/currencies/america.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/unitedstates.hpp>
#include <ql/time/daycounters/actual360.hpp>
Classes | |
class | USDAmeribor |
AMERIBOR overnight rate. More... | |
AMERIBOR overnight index, https://ameribor.net.