SONIA index More...
#include <qle/indexes/ibor/termrateindex.hpp>
Classes | |
class | SoniaTerm |
Sonia term index, see https://www.bankofengland.co.uk/-/media/boe/files/markets/benchmarks/rfr/rfrwg-term-sonia-reference-rate-summary.pdf# More... | |
SONIA index