QuantLib_FedFunds man page

FedFunds — Fed Funds rate fixed by the FED.

Synopsis

#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)

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

FedFunds(3) is an alias of QuantLib_FedFunds(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib