Class Sofr

The Secured Overnight Financing Rate, fixed on the SOFR calendar.

public sealed class Sofr : OvernightIndex

Inheritance: object

FinancialIndex

InterestRateIndex

IborIndex

OvernightIndex

Sofr

Inherited Members: OvernightIndex.GrowthFactor(double, double)

OvernightIndex.SimpleAccrual(double, double)

OvernightIndex.Clone(YieldTermStructure)

IborIndex.MaturityDate(Date)

IborIndex.ForecastFixing(Date, EvaluationContext)

IborIndex.BusinessDayConvention

IborIndex.EndOfMonth

IborIndex.ForwardingTermStructure

InterestRateIndex.IsValidFixingDate(Date)

InterestRateIndex.Fixing(Date, EvaluationContext, bool)

InterestRateIndex.FixingDate(Date)

InterestRateIndex.ValueDate(Date)

InterestRateIndex.Name

InterestRateIndex.FixingCalendar

InterestRateIndex.FamilyName

InterestRateIndex.Tenor

InterestRateIndex.FixingDays

InterestRateIndex.Currency

InterestRateIndex.DayCounter

FinancialIndex.HasHistoricalFixing(Date, EvaluationContext)

FinancialIndex.PastFixing(Date, EvaluationContext)

FinancialIndex.TimeSeries(EvaluationContext)

FinancialIndex.AllowsNativeFixings

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Constructors

Initializes a new instance of the Sofr class.

public Sofr(YieldTermStructure? h = null)