Class Sonia
The Sonia (Sterling Overnight Index Average) rate.
public sealed class Sonia : OvernightIndex
- Inheritance
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Sonia
- Inherited Members
Constructors
Sonia(YieldTermStructure?)
Initializes a new instance of the Sonia class.
public Sonia(YieldTermStructure? h = null)
Parameters
hYieldTermStructureThe forwarding curve, or null for none.