QuantLib_DailyTenorEURLibor man page
DailyTenorEURLibor — base class for the one day deposit ICE EUR LIBOR indexes
Inherited by EURLiborON.
Public Member Functions
DailyTenorEURLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Additional Inherited Members
base class for the one day deposit ICE EUR LIBOR indexes
Euro O/N LIBOR fixed by ICE. It can be also used for T/N and S/N indexes, even if such indexes do not have ICE fixing.
This is the rate fixed in London by ICE. Use Eonia if you're interested in the fixing by the ECB.
Generated automatically by Doxygen for QuantLib from the source code.
DailyTenorEURLibor(3) is an alias of QuantLib_DailyTenorEURLibor(3).