QuantLib_EuriborSwapIsdaFixB man page

EuriborSwapIsdaFixB — EuriborSwapIsdaFixB index base class  


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

Inherits SwapIndex.

Public Member Functions

EuriborSwapIsdaFixB (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
EuriborSwapIsdaFixB (const Period &tenor, const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting)

Additional Inherited Members

Detailed Description

EuriborSwapIsdaFixB index base class

Euribor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 12am Frankfurt. Annual 30/360 vs 6M Euribor, 1Y vs 3M Euribor. Reuters page ISDAFIX2 or EURSFIXB=.

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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page EuriborSwapIsdaFixB(3) is an alias of QuantLib_EuriborSwapIsdaFixB(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib