EurliborSwapFixIFRvs3M Class Reference
#include <ql/indexes/swap/eurliborswapfixifr.hpp>
Inheritance diagram for EurliborSwapFixIFRvs3M:

Detailed Description
EurliborSwapFixIFR vs 3M index base classEuriborSwapFix 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 >()) |