QuantLib_EuriborSwapIsdaFixA man page

EuriborSwapIsdaFixA — EuriborSwapIsdaFixA index base class

Synopsis

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

Inherits SwapIndex.

Public Member Functions

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

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

Additional Inherited Members

Detailed Description

EuriborSwapIsdaFixA index base class

Euribor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am Frankfurt. Annual 30/360 vs 6M Euribor, 1Y vs 3M Euribor. Reuters page ISDAFIX2 or EURSFIXA=.

Further info can be found at http://www.isda.org/fix/isdafix.html or Reuters page ISDAFIX.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

EuriborSwapIsdaFixA(3) is an alias of QuantLib_EuriborSwapIsdaFixA(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib