QuantLib_EuriborSwapIfrFix (3) Linux Manual Page

QuantLib::EuriborSwapIfrFix – EuriborSwapIfrFix index base class

Synopsis

#include <ql/indexes/swap/euriborswap.hpp>

Inherits QuantLib::SwapIndex.

Public Member Functions

EuriborSwapIfrFix (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

EuriborSwapIfrFix index base class

Euribor Swap indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. Annual 30/360 vs 6M Euribor, 1Y vs 3M Euribor. For more info see <http://www.ifrmarkets.com>.

Author

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