SGD-SOR index. More...
#include <qle/indexes/ibor/sgdsor.hpp>
Public Member Functions | |
SGDSor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) | |
SGD-SOR index.
SGD-SOR rate published by ABS.
See http://www.abs.org.sg/index.php.
\ingroup indexes