EuriborSwapFixA Class Reference
#include <ql/indexes/swap/euriborswapfixa.hpp>
Inheritance diagram for EuriborSwapFixA:

Detailed Description
EuriborSwapFixA index base classEuriborSwapFixA indexes fixed by ISDA at 11:00AM FRANKFURT. Reuters page ISDAFIX2 or EURSFIXA=.
- Warning:
- The 1Y swap's floating leg is based on Euribor3M; the floating legs of longer swaps are based on Euribor6M
Public Member Functions | |
EuriborSwapFixA (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |