Kofr Class Reference

KOFR index. More...

#include <ql/indexes/ibor/kofr.hpp>

Public Member Functions
	Kofr (const Handle< YieldTermStructure > &h={})

Detailed Description

KOFR index.

Korea Overnight Financing Repo Rate (KOFR) published by Korea Securities Depository (KSD) Please refer to (1) https://www.bok.or.kr/eng/main/contents.do?menuNo=400399 (Overview) (2) https://www.kofr.kr/main.jsp (Detailed information)