QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

Euribor Class Reference #include <ql/Indexes/euribor.hpp> Inheritance diagram for Euribor: [legend]List of all members. Detailed Description Euribor index Euribor rate fixed by the ECB. Warning: This is the rate fixed by the ECB. Use EURLibor if you're interested in the London fixing by BBA. Examples: BermudanSwaption.cpp, and swapvaluation.cpp. Public Member Functions   Euribor (Integer n, TimeUnit units, const Handle< YieldTermStructure > &h, const DayCounter &dc=Actual360())

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