Module overnight

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Overnight (RFR) index definitions and their kind table.

Statics§

aud_aonia: AUD-AONIA index definition.
brl_cdi: BRL-CDI index definition.
cad_corra: CAD-CORRA index definition.
chf_saron: CHF-SARON index definition.
clp_icp: CLP-ICP index definition.
cny_shifon: CNY-SHIFON index definition.
cop_ibr: COP-IBR index definition.
dkk_destr: DKK-DESTR index definition.
eur_eonia: EUR-EONIA index definition.
eur_estr: EUR-ESTR index definition.
gbp_sonia: GBP-SONIA index definition.
hkd_honia: HKD-HONIA index definition.
ils_shir: ILS-SHIR index definition.
inr_mibor: INR-MIBOR index definition.
jpy_tona: JPY-TONA index definition.
krw_kofr: KRW-KOFR index definition.
mxn_f_tiie: MXN-F-TIIE index definition.
nok_nowa: NOK-NOWA index definition.
nzd_nziona: NZD-NZIONA index definition.
rfr 🔒: Builds an overnight index, resolving its fixing calendar from a business-center code (single or comma-joined, per the lookup DSL). The business-day convention is modified-following and the end-of-month rule is off for every standard overnight (RFR) index.
sek_swestr: SEK-SWESTR index definition.
sgd_sora: SGD-SORA index definition.
thb_thor: THB-THOR index definition.
try_tlref: TRY-TLREF index definition.
usd_effr: USD-EFFR index definition.
usd_sofr: USD-SOFR index definition.
zar_zaronia: ZAR-ZARONIA index definition.