Euribor (3) - Linux Manuals

Euribor: Euribor index

Command to display Euribor manual in Linux: $ man 3 Euribor

NAME

QuantLib::Euribor - Euribor index

SYNOPSIS

#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.