DailyTenorEuribor365 Class Reference

Daily tenor Actual/365 Euribor index. More...

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

Inheritance diagram for DailyTenorEuribor365:

List of all members.

Public Member Functions

 DailyTenorEuribor365 (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())


Detailed Description

Daily tenor Actual/365 Euribor index.

Euribor rate adjusted for the mismatch between the actual/360 convention used for Euribor and the actual/365 convention previously used by a few pre-EUR currencies.