org.jquantlib.indexes

Class DailyTenorEuribor365

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.DailyTenorEuribor365

All Implemented Interfaces:

Observable, Observer

public class DailyTenorEuribor365
extends IborIndex

Daily Settlement Euribor index

Constructor Summary

Constructors

Constructor and Description
DailyTenorEuribor365(int settlementDays)
DailyTenorEuribor365(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

DailyTenorEuribor365

public DailyTenorEuribor365(int settlementDays)

DailyTenorEuribor365

public DailyTenorEuribor365(int settlementDays,
                            Handle<YieldTermStructure> h)