QuantLib_EuriborSwapIfrFix (3) - Linux Manuals

QuantLib_EuriborSwapIfrFix: EuriborSwapIfrFix index base class

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

NAME

QuantLib::EuriborSwapIfrFix - EuriborSwapIfrFix index base class

SYNOPSIS

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

Inherits QuantLib::SwapIndex.

Public Member Functions

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

Detailed Description

EuriborSwapIfrFix index base class

Euribor Swap indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. Annual 30/360 vs 6M Euribor, 1Y vs 3M Euribor. For more info see <http://www.ifrmarkets.com>.

Author

Generated automatically by Doxygen for QuantLib from the source code.