euriborswap (3) - Linux Man Pages

euriborswap: Euribor Swap indexes.

NAME

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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