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FedFunds

NAME

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.

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