QuantLib_Euribor365 (3) Linux Manual Page
QuantLib::Euribor365 – Actual/365 Euribor index.
Synopsis
#include <ql/indexes/ibor/euribor.hpp>Inherits QuantLib::IborIndex.
Inherited by Euribor365_10M, Euribor365_11M, Euribor365_1M, Euribor365_1Y, Euribor365_2M, Euribor365_2W, Euribor365_3M, Euribor365_3W, Euribor365_4M, Euribor365_5M, Euribor365_6M, Euribor365_7M, Euribor365_8M, Euribor365_9M, and Euribor365_SW.
Public Member Functions
Euribor365 (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())Detailed Description
Actual/365 Euribor index.Euribor rate adjusted for the mismatch between the actual/360 convention used for Euribor and the actual/365 convention previously used by a few pre-EUR currencies.