Reference manual - version qle_version
qle
indexes
ibor
Classes
sofr.hpp File Reference
SOFR-TERM index
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#include <
qle/indexes/ibor/termrateindex.hpp
>
Classes
class
SofrTerm
Sofr term index, see
https://www.cmegroup.com/market-data/cme-group-benchmark-administration/term-sofr.html#
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Detailed Description
SOFR-TERM index
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