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QuantLib_Euribor6M
Langue: en
Version: 374497 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Euribor6M -6-months Euribor index
SYNOPSIS
#include <ql/indexes/ibor/euribor.hpp>
Inherits QuantLib::Euribor.
Public Member Functions
Euribor6M (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
6-months Euribor index
Examples:
BermudanSwaption.cpp, Bonds.cpp, and swapvaluation.cpp.
Author
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Contenus ©2006-2024 Benjamin Poulain
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