ambor.hpp File Reference

USD-AMBOR index for 30D and 90D terms. More...

#include <ql/currencies/america.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/unitedstates.hpp>
#include <ql/time/daycounters/actual360.hpp>

Classes
class	USDAmbor
	USD-AMBOR index. More...

Detailed Description

USD-AMBOR index for 30D and 90D terms.