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

Detailed Description
EuriborSwapFixIFR index base classEuriborSwapFixIFR indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. For more info see <http://www.ifrmarkets.com>.
- Warning:
- The 1Y swap's floating leg is based on Eurlibor3M; the floating legs of longer swaps are based on Eurlibor6M
Public Member Functions | |
EuriborSwapFixIFR (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |