Euribor6M Class Reference

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

Inheritance diagram for Euribor6M:

Inheritance graph
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List of all members.

Detailed Description

6-months Euribor index
Examples:

BermudanSwaption.cpp, and swapvaluation.cpp.


Public Member Functions

 Euribor6M (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())