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QuantLib_Eonia
Langue: en
Version: 375784 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Eonia -Eonia (Euro Overnight Index Average) rate fixed by the ECB.
SYNOPSIS
#include <ql/indexes/ibor/eonia.hpp>
Inherits QuantLib::OvernightIndex.
Public Member Functions
Eonia (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
Eonia (Euro Overnight Index Average) rate fixed by the ECB.
Author
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