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

Sofr (Secured Overnight Financing Rate) index. More...

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

Inherits OvernightIndex.

Public Member Functions

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

Detailed Description

Sofr (Secured Overnight Financing Rate) index.