EurliborSwapFixB Class Reference

#include <ql/Indexes/eurliborswapfixb.hpp>

Inheritance diagram for EurliborSwapFixB:

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List of all members.

Detailed Description

EurliborSwapFixB index

EurliborSwapFixB rate fixed by ISDA in cooperation with Reuters and Intercapital Brokers. The swap index is based on the EuroLibor 6M and is fixed at 11:00AM London. Reuters page ISDAFIX2 or EURSFIXLB= Further info can be found at: <http://www.isda.org/fix/isdafix.html>.


Public Member Functions

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