EuriborSwapIsdaFixB Class Reference

EuriborSwapIsdaFixB index base class More...

#include <ql/indexes/swap/euriborswap.hpp>

Inheritance diagram for EuriborSwapIsdaFixB:

List of all members.

Public Member Functions

 EuriborSwapIsdaFixB (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
 EuriborSwapIsdaFixB (const Period &tenor, const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting)


Detailed Description

EuriborSwapIsdaFixB index base class

Euribor 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.