EurLiborSwapIfrFix Class Reference
EurLiborSwapIfrFix index base class More...
#include <ql/indexes/swap/eurliborswap.hpp>
Inheritance diagram for EurLiborSwapIfrFix:

Public Member Functions | |
EurLiborSwapIfrFix (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) | |
EurLiborSwapIfrFix (const Period &tenor, const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting) |
Detailed Description
EurLiborSwapIfrFix index base class
EUR Libor Swap indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. Annual 30/360 vs 6M Libor, 1Y vs 3M Libor. For more info see <http://www.ifrmarkets.com>.