EurliborSwapFixIFR Class Reference

#include <ql/Indexes/eurliborswapfixifr.hpp>

Inheritance diagram for EurliborSwapFixIFR:

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List of all members.

Detailed Description

EurliborSwapFixIFR index

EuriborSwapFix 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 >())