QuantLib_Euribor6M (3) Linux Manual Page

QuantLib::Euribor6M – 6-months Euribor index

Synopsis

#include <ql/indexes/ibor/euribor.hpp>

Inherits QuantLib::Euribor.

Public Member Functions

Euribor6M (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

6-months Euribor index

Examples:

BermudanSwaption.cpp, Bonds.cpp, and swapvaluation.cpp.

Author

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