QuantLib_Euribor man page

Euribor — Euribor index  


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

Inherits 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 >())

Additional Inherited Members

Detailed Description

Euribor index

Euribor rate fixed by the ECB.


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

Examples: CDS.cpp.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page Euribor(3) is an alias of QuantLib_Euribor(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib