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QuantLib_EurLiborSwapIfrFix
Langue: en
Version: 383323 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::EurLiborSwapIfrFix -EurLiborSwapIfrFix index base class
SYNOPSIS
#include <ql/indexes/swap/eurliborswap.hpp>
Inherits QuantLib::SwapIndex.
Public Member Functions
EurLiborSwapIfrFix (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
EurLiborSwapIfrFix (const Period &tenor, const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting)
Detailed Description
EurLiborSwapIfrFix index base class
EUR Libor Swap indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. Annual 30/360 vs 6M Libor, 1Y vs 3M Libor. For more info see <http://www.ifrmarkets.com>.
Author
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