QuantLib_EuriborSwapIsdaFixA

Langue: en

Autres versions - même langue

Version: 377892 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::EuriborSwapIsdaFixA -

EuriborSwapIsdaFixA index base class

SYNOPSIS


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

Inherits QuantLib::SwapIndex.

Public Member Functions


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

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

Detailed Description

EuriborSwapIsdaFixA index base class

Euribor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am Frankfurt. Annual 30/360 vs 6M Euribor, 1Y vs 3M Euribor. Reuters page ISDAFIX2 or EURSFIXA=.

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.