EURLibor Class Reference

#include <ql/Indexes/eurlibor.hpp>

Inheritance diagram for EURLibor:

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List of all members.

Detailed Description

EUR LIBOR rate

Euro LIBOR fixed by BBA.

See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.

Warning:
This is the rate fixed in London by BBA. Use Euribor if you're interested in the fixing by the ECB.


Public Member Functions

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