CNH-SHIBOR index. More...
#include <qle/currencies/asia.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/hongkong.hpp>
#include <ql/time/daycounters/actual360.hpp>
Classes | |
class | CNHShibor |
CNH-SHIBOR index. More... | |
CNH-SHIBOR index.