EurliborSwapFixB Class Reference
#include <ql/Indexes/eurliborswapfixb.hpp>
Inheritance diagram for EurliborSwapFixB:

Detailed Description
EurliborSwapFixB indexEurliborSwapFixB 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 >()) |