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

Detailed Description
EuriborSwapFix index base classEuriborSwapFixB indexes fixed by ISDA at 12:00AM FRANKFURT. Reuters page ISDAFIX2 or EURSFIXB=.
- Warning:
- The 1Y swap's floating leg is based on Euribor3M; the floating legs of longer swaps are based on Euribor6M
Public Member Functions | |
EuriborSwapFixB (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |