org.jquantlib.indexes

Class EURLibor1Y

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.EURLibor

org.jquantlib.indexes.EURLibor1Y

All Implemented Interfaces:

Observable, Observer

public class EURLibor1Y
extends EURLibor

1-Year EUR Libor index

Constructor Summary

Constructors

Constructor and Description
EURLibor1Y()
EURLibor1Y(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

EURLibor1Y

public EURLibor1Y()

EURLibor1Y

public EURLibor1Y(Handle<YieldTermStructure> h)