EuriborSwapFixIFRvs6M Class Reference

#include <ql/indexes/swap/euriborswapfixifr.hpp>

Inheritance diagram for EuriborSwapFixIFRvs6M:

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List of all members.

Detailed Description

EuriborSwapFixIFR vs 6M index base class

EuriborSwapFixIFR 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

 EuriborSwapFixIFRvs6M (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())