Euribor365 Class Reference

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

Inheritance diagram for Euribor365:

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Detailed Description

Actual/365 Euribor index.

Euribor rate adjusted for the mismatch between the actual/360 convention used for Euribor and the actual/365 convention previously used by a few pre-EUR currencies.


Public Member Functions

 Euribor365 (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())