euriborswap (3) Linux Manual Page

ql/indexes/swap/euriborswap.hpp – Euribor Swap indexes.

Synopsis

#include <ql/indexes/swapindex.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes

class EuriborSwapIsdaFixA
EuriborSwapIsdaFixA index base class
class EuriborSwapIsdaFixB
EuriborSwapIsdaFixB index base class
class EuriborSwapIfrFix
EuriborSwapIfrFix index base class

Detailed Description

Euribor Swap indexes.

Author

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