QuantLib_EURLiborSW

Langue: en

Autres versions - même langue

Version: 156567 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

NAME

QuantLib::EURLiborSW - 1-week EUR Libor index

SYNOPSIS


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

Inherits QuantLib::EURLibor.

Public Member Functions


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

Detailed Description

1-week EUR Libor index

Author

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