Euribor (3) - Linux Man Pages

Euribor: Euribor index

NAME

QuantLib::Euribor - Euribor index

SYNOPSIS


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

Inherits QuantLib::IborIndex.

Inherited by Euribor10M, Euribor11M, Euribor1M, Euribor1Y, Euribor2M, Euribor2W, Euribor3M, Euribor3W, Euribor4M, Euribor5M, Euribor6M, Euribor7M, Euribor8M, Euribor9M, and EuriborSW.

Public Member Functions


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

Detailed Description

Euribor index

Euribor rate fixed by the ECB.

Warning

This is the rate fixed by the ECB. Use EurLibor if you're interested in the London fixing by BBA.

Author

Generated automatically by Doxygen for QuantLib from the source code.