UsdLiborSwapIsdaFixAm Class Reference

UsdLiborSwapIsdaFixAm index base class More...

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

Inheritance diagram for UsdLiborSwapIsdaFixAm:

List of all members.

Public Member Functions

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

Detailed Description

UsdLiborSwapIsdaFixAm index base class

USD Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am New York. Semiannual 30/360 vs 3M Libor. Reuters page ISDAFIX1 or USDSFIX=.

Further info can be found at <http://www.isda.org/fix/isdafix.html> or Reuters page ISDAFIX.