QuantLib_Euribor365 man page

Euribor365 — Actual/365 Euribor index.  


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

Inherits IborIndex.

Inherited by Euribor365_10M, Euribor365_11M, Euribor365_1M, Euribor365_1Y, Euribor365_2M, Euribor365_2W, Euribor365_3M, Euribor365_3W, Euribor365_4M, Euribor365_5M, Euribor365_6M, Euribor365_7M, Euribor365_8M, Euribor365_9M, and Euribor365_SW.

Public Member Functions

Euribor365 (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Additional Inherited Members

Detailed Description

Actual/365 Euribor index.

Euribor rate adjusted for the mismatch between the actual/360 convention used for Euribor and the actual/365 convention previously used by a few pre-EUR currencies.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page Euribor365(3) is an alias of QuantLib_Euribor365(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib