EuriborSwapFixA Class Reference
#include <ql/Indexes/euriborswapfixa.hpp>
Inheritance diagram for EuriborSwapFixA:

Detailed Description
EuriborSwapFixA indexEuriborSwapFixA rate fixed by ISDA. The swap index is based on the Euribor 6M and is fixed at 11:00AM FRANKFURT. Reuters page ISDAFIX2 or EURSFIXA=.
Public Member Functions | |
EuriborSwapFixA (Integer years, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |