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

Sonia (Sterling Overnight Index Average) rate. More...

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

Inherits OvernightIndex.

Public Member Functions

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

Detailed Description

Sonia (Sterling Overnight Index Average) rate.