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QuantLib_DailyTenorEuribor365
Langue: en
Version: 160901 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::DailyTenorEuribor365 - Daily tenor Actual/365 Euribor index.SYNOPSIS
#include <ql/indexes/ibor/euribor.hpp>
Inherits QuantLib::IborIndex.
Public Member Functions
DailyTenorEuribor365 (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
Daily tenor Actual/365 Euribor index.
Euribor rate adjusted for the mismatch between the actual/360 convention used for Euribor and the actual/365 convention previously used by a few pre-EUR currencies.
Author
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