org.jquantlib.indexes

Class EURLibor2W

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.EURLibor

org.jquantlib.indexes.EURLibor2W

All Implemented Interfaces:

Observable, Observer

public class EURLibor2W
extends EURLibor

2-week EUR Libor index

Constructor Summary

Constructors

Constructor and Description
EURLibor2W()
EURLibor2W(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

EURLibor2W

public EURLibor2W()

EURLibor2W

public EURLibor2W(Handle<YieldTermStructure> h)