- QuantLib
- EuriborSwapIfrFix
EuriborSwapIfrFix index base class More...
#include <ql/indexes/swap/euriborswap.hpp>
Public Member Functions | |
EuriborSwapIfrFix (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) | |
EuriborSwapIfrFix (const Period &tenor, const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting) |
EuriborSwapIfrFix index base class
Euribor Swap indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. Annual 30/360 vs 6M Euribor, 1Y vs 3M Euribor. For more info see <http://www.ifrmarkets.com>.