EuriborSwapFixIFRvs3M Class Reference

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

Inheritance diagram for EuriborSwapFixIFRvs3M:

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List of all members.

Detailed Description

EuriborSwapFixIFR vs 3M 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

 EuriborSwapFixIFRvs3M (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())