QuantLib_EURLibor5M

Langue: en

Autres versions - même langue

Version: 381740 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

QuantLib::EURLibor5M -

5-months EUR Libor index

SYNOPSIS


#include <ql/indexes/ibor/eurlibor.hpp>

Inherits QuantLib::EURLibor.

Public Member Functions


EURLibor5M (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

5-months EUR Libor index

Author

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