EuriborSwapFixA Class Reference

#include <ql/indexes/swap/euriborswapfixa.hpp>

Inheritance diagram for EuriborSwapFixA:

List of all members.


Detailed Description

EuriborSwapFixA index base class

EuriborSwapFixA 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 >())