QuantLib_EURLibor man page

EURLibor — base class for all ICE EUR LIBOR indexes but the O/N

Synopsis

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

Inherits IborIndex.

Inherited by EURLibor10M, EURLibor11M, EURLibor1M, EURLibor1Y, EURLibor2M, EURLibor2W, EURLibor3M, EURLibor4M, EURLibor5M, EURLibor6M, EURLibor7M, EURLibor8M, EURLibor9M, and EURLiborSW.

Public Member Functions

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

Date calculations
See https://www.theice.com/marketdata/repor….

Date valueDate (const Date &fixingDate) const

Date maturityDate (const Date &valueDate) const

Additional Inherited Members

Detailed Description

base class for all ICE EUR LIBOR indexes but the O/N

Euro LIBOR fixed by ICE.

See https://www.theice.com/marketdata/repor….

Warning

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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

EURLibor(3) and valueDate(3) are aliases of QuantLib_EURLibor(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib