EURLibor2M Class Reference

#include <ql/indexes/ibor/eurlibor.hpp>

Inheritance diagram for EURLibor2M:

Inheritance graph
[legend]
List of all members.

Detailed Description

2-months EURLibor index


Public Member Functions

 EURLibor2M (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())