Euribor6M Class Reference

6-months Euribor index More...

#include <ql/indexes/ibor/euribor.hpp>

Inheritance diagram for Euribor6M:

List of all members.

Public Member Functions

 Euribor6M (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

6-months Euribor index

Examples:
BermudanSwaption.cpp, Bonds.cpp, and swapvaluation.cpp.