QuantLib_Euribor (3) Linux Manual Page

QuantLib::Euribor – Euribor index

Synopsis

#include <ql/indexes/ibor/euribor.hpp>

Inherits QuantLib::IborIndex.

Inherited by Euribor10M, Euribor11M, Euribor1M, Euribor1Y, Euribor2M, Euribor2W, Euribor3M, Euribor3W, Euribor4M, Euribor5M, Euribor6M, Euribor7M, Euribor8M, Euribor9M, and EuriborSW.

Public Member Functions

Euribor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

Euribor index

Euribor rate fixed by the ECB.

Warning

This is the rate fixed by the ECB. Use EurLibor if you’re interested in the London fixing by BBA.

Author

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