Export new U.S. SOFR calendar (#570)

lballabio · Jul 3, 2023 · dadc11f · dadc11f
2 parents 824840d + 2b4f2e9
commit dadc11f
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/SWIG/calendars.i b/SWIG/calendars.i
@@ -316,7 +316,7 @@ namespace QuantLib {
     class UnitedStates : public Calendar {
       public:
         enum Market { Settlement, NYSE, GovernmentBond,
-                      NERC, LiborImpact, FederalReserve };
+                      NERC, LiborImpact, FederalReserve, SOFR };
         UnitedStates(Market m);
     };