org.jquantlib.indexes

Class DailyTenorEuribor

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.DailyTenorEuribor

All Implemented Interfaces:

Observable, Observer

public class DailyTenorEuribor
extends IborIndex

Daily Settlement Euribor index

Constructor Summary

Constructors

Constructor and Description
DailyTenorEuribor(int settlementDays)
DailyTenorEuribor(int settlementDays, Handle<YieldTermStructure> h)

Method Summary

Methods inherited from class org.jquantlib.indexes.IborIndex

businessDayConvention, clone, endOfMonth, maturityDate, termStructure

Methods inherited from class org.jquantlib.indexes.InterestRateIndex

currency, dayCounter, familyName, fixing, fixing, fixingCalendar, fixingDate, fixingDays, isValidFixingDate, name, tenor, update, valueDate

Methods inherited from class org.jquantlib.indexes.Index

addFixing, addFixing, addFixings, addObserver, clearFixings, countObservers, deleteObserver, deleteObservers, getObservers, notifyObservers, notifyObservers, timeSeries

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DailyTenorEuribor

public DailyTenorEuribor(int settlementDays)

DailyTenorEuribor

public DailyTenorEuribor(int settlementDays,
                         Handle<YieldTermStructure> h)