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