QuantLib_EURLibor11M

Langue: en

Autres versions - même langue

Version: 375847 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::EURLibor11M -

11-months EUR Libor index

SYNOPSIS


#include <ql/indexes/ibor/eurlibor.hpp>

Inherits QuantLib::EURLibor.

Public Member Functions


EURLibor11M (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

11-months EUR Libor index

Author

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