QuantLib_DailyTenorEuribor (3) - Linux Man Pages

QuantLib_DailyTenorEuribor: Daily tenor Euribor index.

NAME

QuantLib::DailyTenorEuribor - Daily tenor Euribor index.

SYNOPSIS


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

Inherits QuantLib::IborIndex.

Public Member Functions


DailyTenorEuribor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

Daily tenor 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

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