EuriborSwapIsdaFixB Class Reference
EuriborSwapIsdaFixB index base class More...
#include <ql/indexes/swap/euriborswap.hpp>
Inheritance diagram for EuriborSwapIsdaFixB:

Public Member Functions | |
EuriborSwapIsdaFixB (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |
Detailed Description
EuriborSwapIsdaFixB index base classEuribor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 12am Frankfurt. Annual 30/360 vs 6M Euribor, 1Y vs 3M Euribor. Reuters page ISDAFIX2 or EURSFIXB=.
Further info can be found at <http://www.isda.org/fix/isdafix.html> or Reuters page ISDAFIX.