EurliborSwapFixIFR Class Reference

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

Inheritance diagram for EurliborSwapFixIFR:

List of all members.


Detailed Description

EurliborSwapFixIFR index base class

EuriborSwapFix indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. For more info see <http://www.ifrmarkets.com>.

Warning:
The 1Y swap's floating leg is based on Eurlibor3M; the floating legs of longer swaps are based on Eurlibor6M

Public Member Functions

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