QuantLib_EuriborSwapIfrFix man page

EuriborSwapIfrFix — EuriborSwapIfrFix index base class

Synopsis

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

Inherits SwapIndex.

Public Member Functions

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

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

Additional Inherited Members

Detailed Description

EuriborSwapIfrFix index base class

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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

EuriborSwapIfrFix(3) is an alias of QuantLib_EuriborSwapIfrFix(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib