QuantLib_Eonia

Langue: en

Version: 375784 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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