org.jquantlib.indexes

Class EURLiborSW

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.EURLibor

org.jquantlib.indexes.EURLiborSW

All Implemented Interfaces:

Observable, Observer

public class EURLiborSW
extends EURLibor

1-week EUR Libor index

Constructor Summary

Constructors

Constructor and Description
EURLiborSW()
EURLiborSW(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

EURLiborSW

public EURLiborSW()

EURLiborSW

public EURLiborSW(Handle<YieldTermStructure> h)