QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
FedFunds Class Reference

Fed Funds rate fixed by the FED. More...

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

Inherits OvernightIndex.

Public Member Functions

 FedFunds (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
 

Detailed Description

Fed Funds rate fixed by the FED.

(for balances held at the Federal Reserve)