sonia.hpp File Reference

SONIA index More...

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

Classes
class	SoniaTerm
	Sonia term index, see https://www.bankofengland.co.uk/-/media/boe/files/markets/benchmarks/rfr/rfrwg-term-sonia-reference-rate-summary.pdf# More...

Detailed Description

SONIA index