Euribor365 (3) - Linux Manuals

Euribor365: Actual/365 Euribor index.

Command to display Euribor365 manual in Linux: $ man 3 Euribor365

NAME

QuantLib::Euribor365 - Actual/365 Euribor index.

SYNOPSIS

#include <ql/indexes/ibor/euribor.hpp>

Inherits QuantLib::IborIndex.

Inherited by Euribor365_10M, Euribor365_11M, Euribor365_1M, Euribor365_1Y, Euribor365_2M, Euribor365_2W, Euribor365_3M, Euribor365_3W, Euribor365_4M, Euribor365_5M, Euribor365_6M, Euribor365_7M, Euribor365_8M, Euribor365_9M, and Euribor365_SW.

Public Member Functions

Euribor365 (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

Actual/365 Euribor index.

Euribor rate adjusted for the mismatch between the actual/360 convention used for Euribor and the actual/365 convention previously used by a few pre-EUR currencies.

Author

Generated automatically by Doxygen for QuantLib from the source code.