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QuantLib_Euribor
Langue: en
Version: 172224 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Euribor - Euribor indexSYNOPSIS
#include <ql/indexes/ibor/euribor.hpp>
Inherits QuantLib::IborIndex.
Inherited by Euribor10M, Euribor11M, Euribor1M, Euribor1Y, Euribor2M, Euribor2W, Euribor3M, Euribor3W, Euribor4M, Euribor5M, Euribor6M, Euribor7M, Euribor8M, Euribor9M, and EuriborSW.
Public Member Functions
Euribor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
Euribor index
Euribor rate fixed by the ECB.
Warning
- This is the rate fixed by the ECB. Use EurLibor if you're interested in the London fixing by BBA.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre