QuantLib_EurLiborSwapIfrFix man page

EurLiborSwapIfrFix — EurLiborSwapIfrFix index base class

Synopsis

#include <ql/indexes/swap/eurliborswap.hpp>

Inherits SwapIndex.

Public Member Functions

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

EurLiborSwapIfrFix (const Period &tenor, const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting)

Additional Inherited Members

Detailed Description

EurLiborSwapIfrFix index base class

EUR Libor Swap indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. Annual 30/360 vs 6M Libor, 1Y vs 3M Libor. For more info see http://www.ifrmarkets.com.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

EurLiborSwapIfrFix(3) is an alias of QuantLib_EurLiborSwapIfrFix(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib