EuriborSwapFixA Class Reference

#include <ql/Indexes/euriborswapfixa.hpp>

Inheritance diagram for EuriborSwapFixA:

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Detailed Description

EuriborSwapFixA index

EuriborSwapFixA rate fixed by ISDA. The swap index is based on the Euribor 6M and is fixed at 11:00AM FRANKFURT. Reuters page ISDAFIX2 or EURSFIXA=.


Public Member Functions

 EuriborSwapFixA (Integer years, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())