EuriborSwapFixBvs3M Class Reference
#include <ql/indexes/swap/euriborswapfixb.hpp>
Inheritance diagram for EuriborSwapFixBvs3M:

Detailed Description
EuriborSwapFixB vs 3M index base classEuriborSwapFixB rate fixed by ISDA. The swap index is based on the Euribor 3M and is fixed at 12:00AM FRANKFURT. Reuters page ISDAFIX2 or EURSFIXA=.
Public Member Functions | |
EuriborSwapFixBvs3M (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |