euriborswap (3) - Linux Manuals

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

Generated automatically by Doxygen for QuantLib from the source code.