org.jquantlib.indexes

Class EURLibor7M

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.EURLibor

org.jquantlib.indexes.EURLibor7M

All Implemented Interfaces:

Observable, Observer

public class EURLibor7M
extends EURLibor

7-months EUR Libor index

Constructor Summary

Constructors

Constructor and Description
EURLibor7M()
EURLibor7M(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

EURLibor7M

public EURLibor7M()

EURLibor7M

public EURLibor7M(Handle<YieldTermStructure> h)