Euribor365 Class Reference
#include <ql/indexes/ibor/euribor.hpp>
Inheritance diagram for Euribor365:

Detailed Description
Actual/365 Euribor index.Euribor rate adjusted for the mismatch between the actual/360 convention used for Euribor and the actual/365 convention previously used by a few pre-EUR currencies.
Public Member Functions | |
Euribor365 (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |