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Reference manual - version qle_version
Public Member Functions | List of all members
PrimeIndex Class Reference

USD-Prime index. More...

#include <qle/indexes/ibor/primeindex.hpp>

+ Inheritance diagram for PrimeIndex:

Public Member Functions

 PrimeIndex (const QuantLib::Handle< YieldTermStructure > &h=QuantLib::Handle< YieldTermStructure >())
 

Detailed Description

USD-Prime index.