Reference manual - version qle_version
Bank of England base rate index, https://www.bankrate.com/uk/mortgages/bank-of-england-base-rate/. More...
#include <ql/currencies/europe.hpp>#include <ql/indexes/iborindex.hpp>#include <ql/time/calendars/unitedkingdom.hpp>#include <ql/time/daycounters/actual365fixed.hpp>Classes | |
| class | BOEBaseRateIndex |
| Bank of England Base Rate index. More... | |
Bank of England base rate index, https://www.bankrate.com/uk/mortgages/bank-of-england-base-rate/.