Sora Class Reference

SGD SORA rate More...

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

Inheritance diagram for Sora:

Public Member Functions
	Sora (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

SGD SORA rate

Singapore Overnight Rate Average (SORA).

See https://www.mas.gov.sg/monetary-policy/sora.

Remarks

There is a publication lag of 1 business day. Using Malaysian calendar, should be Singapore.