Euribor Class Reference

#include <ql/indexes/ibor/euribor.hpp>

Inheritance diagram for Euribor:

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List of all members.

Detailed Description

Euribor index

Euribor rate fixed by the ECB.

Warning:
This is the rate fixed by the ECB. Use EurLibor if you're interested in the London fixing by BBA.


Public Member Functions

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