QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Saron Class Reference

SARON (Swiss Average Rate Overnight) index. More...

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

Public Member Functions

 Saron (const Handle< YieldTermStructure > &h={})

Detailed Description

SARON (Swiss Average Rate Overnight) index.