Euribor Class Reference

#include <ql/Indexes/euribor.hpp>

Inheritance diagram for Euribor:

Inheritance graph
[legend]
List of all members.

Detailed Description

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.
Examples:

BermudanSwaption.cpp, and swapvaluation.cpp.


Public Member Functions

 Euribor (Integer n, TimeUnit units, const Handle< YieldTermStructure > &h, const DayCounter &dc=Actual360())


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