EurliborSwapFixIFRvs3M Class Reference

#include <ql/indexes/swap/eurliborswapfixifr.hpp>

Inheritance diagram for EurliborSwapFixIFRvs3M:

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List of all members.

Detailed Description

EurliborSwapFixIFR vs 3M index base class

EuriborSwapFix index published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. For more info see <http://www.ifrmarkets.com>.


Public Member Functions

 EurliborSwapFixIFRvs3M (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())