QuantLib_Eonia man page

Eonia — Eonia (Euro Overnight Index Average) rate fixed by the ECB.

Synopsis

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

Inherits OvernightIndex.

Public Member Functions

Eonia (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

Eonia (Euro Overnight Index Average) rate fixed by the ECB.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

Eonia(3) is an alias of QuantLib_Eonia(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib