DailyTenorEuribor Class Reference
Daily tenor Euribor index. More...
#include <ql/indexes/ibor/euribor.hpp>
Inheritance diagram for DailyTenorEuribor:

Public Member Functions | |
DailyTenorEuribor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |
Detailed Description
Daily tenor 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.