QuantLib: Sofr Class Reference

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.