Reference manual - version qle_version
Files | |
| file | ambor.hpp |
| USD-AMBOR index for 30D and 90D terms. | |
| file | ameribor.hpp |
| AMERIBOR overnight index, https://ameribor.net. | |
| file | boebaserate.hpp |
| Bank of England base rate index, https://www.bankrate.com/uk/mortgages/bank-of-england-base-rate/. | |
| file | brlcdi.hpp |
| BRL-CDI index. | |
| file | chfsaron.hpp |
| Swiss Average Rate Overnight (SARON) | |
| file | chftois.hpp |
| Swiss Franc T/N rate on Reuters page CHFTOIS. | |
| file | clpcamara.hpp |
| CLP-CAMARA index. | |
| file | cnhhibor.hpp |
| CNH-HIBOR index. | |
| file | cnhshibor.hpp |
| CNH-SHIBOR index. | |
| file | cnyrepofix.hpp |
| CNY-CNREPOFIX=CFXS-Reuters index. | |
| file | copibr.hpp |
| COP-IBR index. | |
| file | corra.hpp |
| Canadian Overnight Repo Rate Average (CORRA) index class. | |
| file | czkpribor.hpp |
| CZK-PRIBOR index. | |
| file | demlibor.hpp |
| DEM-LIBOR index. | |
| file | dkkcibor.hpp |
| DKK-CIBOR index. | |
| file | dkkcita.hpp |
| DKK T/N rate. | |
| file | dkkois.hpp |
| DKK T/N rate. | |
| file | hkdhibor.hpp |
| HKD-HIBOR index. | |
| file | hkdhonia.hpp |
| HKD-HONIA index. | |
| file | hufbubor.hpp |
| HUF-BUBOR index. | |
| file | idridrfix.hpp |
| IDR-IDRFIX index. | |
| file | idrjibor.hpp |
| IDR-JIBOR index. | |
| file | ilstelbor.hpp |
| ILS-TELBOR index. | |
| file | inrmiborois.hpp |
| INR-MIBOROIS index. | |
| file | inrmifor.hpp |
| INR-MIFOR index. | |
| file | jpyeytibor.hpp |
| JPY Euroyen TIBOR index | |
| file | krwcd.hpp |
| KRW-CD index. | |
| file | krwkoribor.hpp |
| KRW-KORIBOR index. | |
| file | mxntiie.hpp |
| MXN-TIIE index. | |
| file | myrklibor.hpp |
| MYR-KLIBOR index. | |
| file | noknibor.hpp |
| NOK-NIBOR index. | |
| file | nowa.hpp |
| Norwegian Overnight Weighted Average (NOWA) index class. | |
| file | nzdbkbm.hpp |
| NZD-BKBM index. | |
| file | phpphiref.hpp |
| PHP-PHIREF index. | |
| file | plnpolonia.hpp |
| PLN-POLONIA index. | |
| file | primeindex.hpp |
| USD-Prime index. | |
| file | rubkeyrate.hpp |
| RUB-KEYRATE index. | |
| file | saibor.hpp |
| SAR-SAIBOR index. | |
| file | seksior.hpp |
| SEK T/N rate. | |
| file | sekstibor.hpp |
| SEK-STIBOR index. | |
| file | sekstina.hpp |
| SEK T/N rate. | |
| file | sgdsibor.hpp |
| SGD-SIBOR index. | |
| file | sgdsor.hpp |
| SGD-SOR index. | |
| file | skkbribor.hpp |
| SKK-BRIBOR index. | |
| file | sofr.hpp |
| SOFR-TERM index | |
| file | sonia.hpp |
| SONIA index | |
| file | sora.hpp |
| Singapore Overnight Average Rate (sora) | |
| file | termrateindex.hpp |
| ibor index class to represent term rates like SOFR-1M, 3M, 6M, 12M | |
| file | thbbibor.hpp |
| THB-BIBOR index. | |
| file | thor.hpp |
| THB-THOR index. | |
| file | tonar.hpp |
| Tokyo Overnight Average Rate (TONAR) | |