org.jquantlib.indexes

Class EURLibor11M

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.EURLibor

org.jquantlib.indexes.EURLibor11M

All Implemented Interfaces:

Observable, Observer

public class EURLibor11M
extends EURLibor

11-months EUR Libor index

Constructor Summary

Constructors

Constructor and Description
EURLibor11M()
EURLibor11M(Handle<YieldTermStructure> h)

Method Summary

Methods inherited from class org.jquantlib.indexes.EURLibor

maturityDate, valueDate

Methods inherited from class org.jquantlib.indexes.IborIndex

businessDayConvention, clone, endOfMonth, termStructure

Methods inherited from class org.jquantlib.indexes.InterestRateIndex

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

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

EURLibor11M

public EURLibor11M()

EURLibor11M

public EURLibor11M(Handle<YieldTermStructure> h)