QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
indexes Directory Reference

Directories

Files

file  bmaindex.hpp
 Bond Market Association index.
 
file  iborindex.hpp
 base class for Inter-Bank-Offered-Rate indexes
 
file  indexmanager.hpp
 global repository for past index fixings
 
file  inflationindex.hpp
 base classes for inflation indexes
 
file  interestrateindex.hpp
 base class for interest rate indexes
 
file  region.hpp
 Region, i.e. geographical area, specification.
 
file  swapindex.hpp
 swap-rate indexes