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

Detailed Description
EUR LIBOR rateEuro LIBOR fixed by BBA.
See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.
- Warning:
- This is the rate fixed in London by BBA. Use Euribor if you're interested in the fixing by the ECB.
- Warning:
- This is not a valid base class for the O/N index
Public Member Functions | |
EURLibor (const Period &tenor, const Handle< YieldTermStructure > &h) | |
Date calculations | |
Date | valueDate (const Date &fixingDate) const |
Date | maturityDate (const Date &valueDate) const |