QuantLib_DailyTenorEuribor (3) - Linux Manuals
QuantLib_DailyTenorEuribor: Daily tenor Euribor index.
NAME
QuantLib::DailyTenorEuribor - Daily tenor Euribor index.
SYNOPSIS
#include <ql/indexes/ibor/euribor.hpp>
Inherits QuantLib::IborIndex.
Public Member Functions
DailyTenorEuribor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
Daily tenor 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
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