Euribor Class Reference
#include <ql/Indexes/euribor.hpp>
Inheritance diagram for Euribor:

Detailed Description
Euribor indexEuribor 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:
Public Member Functions | |
Euribor (Integer n, TimeUnit units, const Handle< YieldTermStructure > &h, const DayCounter &dc=Actual360()) |