DailyTenorEuribor365 (3) Linux Manual Page
QuantLib::DailyTenorEuribor365 – Daily tenor Actual/365 Euribor index.
Synopsis
#include <ql/indexes/ibor/euribor.hpp>Inherits QuantLib::IborIndex.
Public Member Functions
DailyTenorEuribor365 (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())Detailed Description
Daily tenor Actual/365 Euribor index.Euribor rate adjusted for the mismatch between the actual/360 convention used for Euribor and the actual/365 convention previously used by a few pre-EUR currencies.