QuantLib_DailyTenorEURLibor (3) - Linux Man Pages
QuantLib_DailyTenorEURLibor: base class for the one day deposit BBA EUR LIBOR indexes
QuantLib::DailyTenorEURLibor - base class for the one day deposit BBA EUR LIBOR indexes
Inherited by EURLiborON.
Public Member Functions
base class for the one day deposit BBA EUR LIBOR indexes
Euro O/N LIBOR fixed by BBA. It can be also used for T/N and S/N indexes, even if such indexes do not have BBA fixing.
- This is the rate fixed in London by BBA. Use Euribor if you're interested in the fixing by the ECB.
Generated automatically by Doxygen for QuantLib from the source code.