DailyTenorEuribor365 Class Reference
Daily tenor Actual/365 Euribor index. More...
#include <ql/indexes/ibor/euribor.hpp>
Inheritance diagram for DailyTenorEuribor365:

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.