EURLibor (3) Linux Manual Page
ql/indexes/ibor/eurlibor.hpp – EUR LIBOR rate
Synopsis
#include <ql/indexes/iborindex.hpp>Classes
class EURLiborbase class for all BBA EUR LIBOR indexes but the O/N
class DailyTenorEURLibor
base class for the one day deposit BBA EUR LIBOR indexes
class EURLiborON
Overnight EUR Libor index.
class EURLiborSW
1-week EUR Libor index
class EURLibor2W
2-weeks EUR Libor index
class EURLibor1M
1-month EUR Libor index
class EURLibor2M
2-months EUR Libor index
class EURLibor3M
3-months EUR Libor index
class EURLibor4M
4-months EUR Libor index
class EURLibor5M
5-months EUR Libor index
class EURLibor6M
6-months EUR Libor index
class EURLibor7M
7-months EUR Libor index
class EURLibor8M
8-months EUR Libor index
class EURLibor9M
9-months EUR Libor index
class EURLibor10M
10-months EUR Libor index
class EURLibor11M
11-months EUR Libor index
class EURLibor1Y
1-year EUR Libor index