QuantLib_Euribor6M man page

Euribor6M — 6-months Euribor index

Synopsis

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

Inherits Euribor.

Public Member Functions

Euribor6M (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Additional Inherited Members

Detailed Description

6-months Euribor index

Examples: BermudanSwaption.cpp, Bonds.cpp, and swapvaluation.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

Euribor6M(3) is an alias of QuantLib_Euribor6M(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib