EurliborSwapFixIFR Class Reference
#include <ql/Indexes/eurliborswapfixifr.hpp>
Inheritance diagram for EurliborSwapFixIFR:

Detailed Description
EurliborSwapFixIFR indexEuriborSwapFix index published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. For more info see <http://www.ifrmarkets.com>.
Public Member Functions | |
EurliborSwapFixIFR (Integer years, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |