CHF SARON rate More...
#include <qle/indexes/ibor/chfsaron.hpp>
Public Member Functions | |
CHFSaron (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) | |
CHF SARON rate
Swiss Average Rate Overnight published by SNB.
See https://www.snb.ch/en/ifor/finmkt/id/finmkt_repos_saron.