EuriborSwapFixAvs6M Class Reference
#include <ql/indexes/swap/euriborswapfixa.hpp>
Inheritance diagram for EuriborSwapFixAvs6M:

Detailed Description
EuriborSwapFixA vs 6M index base classEuriborSwapFixA rate fixed by ISDA. The swap index is based on the Euribor 6M and is fixed at 11:00AM FRANKFURT. Reuters page ISDAFIX2 or EURSFIXA=.
Public Member Functions | |
EuriborSwapFixAvs6M (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |