Euribor Class Reference
#include <ql/indexes/ibor/euribor.hpp>
Inheritance diagram for Euribor:

Detailed Description
Euribor indexEuribor rate fixed by the ECB.
- Warning:
- This is the rate fixed by the ECB. Use EurLibor if you're interested in the London fixing by BBA.
Public Member Functions | |
Euribor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |