EURLibor Class Reference
#include <ql/Indexes/eurlibor.hpp>
Inheritance diagram for EURLibor:

Detailed Description
EUR LIBOR rateEuro LIBOR fixed by BBA.
See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.
- Warning:
- This is the rate fixed in London by BBA. Use Euribor if you're interested in the fixing by the ECB.
Public Member Functions | |
EURLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >(), BusinessDayConvention convention=MonthEndReference, Integer settlementDays=2) |