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

Detailed Description
EurliborSwapFixIFR index base classEuriborSwapFix 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 >()) |