QuantLib_UsdLiborSwapIsdaFixAm man page

UsdLiborSwapIsdaFixAm — UsdLiborSwapIsdaFixAm index base class  


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

Inherits SwapIndex.

Public Member Functions

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

Additional Inherited Members

Detailed Description

UsdLiborSwapIsdaFixAm index base class

USD Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am New York. Semiannual 30/360 vs 3M Libor. Reuters page ISDAFIX1 or USDSFIX=.

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 UsdLiborSwapIsdaFixAm(3) is an alias of QuantLib_UsdLiborSwapIsdaFixAm(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib