EurliborSwapFixA Class Reference

#include <ql/Indexes/eurliborswapfixa.hpp>

Inheritance diagram for EurliborSwapFixA:

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List of all members.

Detailed Description

EurliborSwapFixA index

EurliborSwapFixA rate fixed by ISDA in cooperation with Reuters and Intercapital Brokers. The swap index is based on the EuroLibor 6M and is fixed at 10:00 AM London. Reuters page ISDAFIX2 or EURSFIXLA=. Further info can be found at: <http://www.isda.org/fix/isdafix.html>.


Public Member Functions

 EurliborSwapFixA (Integer years, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())