Euribor Class Reference

Euribor index More...

#include <ql/indexes/ibor/euribor.hpp>

Inheritance diagram for Euribor:

List of all members.

Public Member Functions

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


Detailed Description

Euribor index

Euribor 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.