EurliborSwapFixA Class Reference
#include <ql/Indexes/eurliborswapfixa.hpp>
Inheritance diagram for EurliborSwapFixA:

Detailed Description
EurliborSwapFixA indexEurliborSwapFixA 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 >()) |