Rechercher une page de manuel
QuantLib_DailyTenorEuribor
Langue: en
Version: 168332 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::DailyTenorEuribor - Daily tenor Euribor index.SYNOPSIS
#include <ql/indexes/ibor/euribor.hpp>
Inherits QuantLib::IborIndex.
Public Member Functions
DailyTenorEuribor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
Daily tenor Euribor index.
Euribor rate fixed by the ECB.
Warning
- This is the rate fixed by the ECB. Use EurLibor if you're interested in the London fixing by BBA.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre