QuantLib_EurLiborSwapIsdaFixA

Langue: en

Autres versions - même langue

Version: 378170 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::EurLiborSwapIsdaFixA -

EurLiborSwapIsdaFixA index base class

SYNOPSIS


#include <ql/indexes/swap/eurliborswap.hpp>

Inherits QuantLib::SwapIndex.

Public Member Functions


EurLiborSwapIsdaFixA (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

EurLiborSwapIsdaFixA (const Period &tenor, const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting)

Detailed Description

EurLiborSwapIsdaFixA index base class

EUR Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 10am London. Annual 30/360 vs 6M Libor, 1Y vs 3M Libor. Reuters page ISDAFIX2 or EURSFIXLA=.

Further info can be found at <http://www.isda.org/fix/isdafix.html> or Reuters page ISDAFIX.

Author

Generated automatically by Doxygen for QuantLib from the source code.