org.jquantlib.indexes

Class Euribor11M

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.Euribor

org.jquantlib.indexes.Euribor11M

All Implemented Interfaces:

Observable, Observer

public class Euribor11M
extends Euribor

11-months Euribor index

Constructor Summary

Constructors

Constructor and Description
Euribor11M()
Euribor11M(Handle<YieldTermStructure> h)

Method Summary

Methods inherited from class org.jquantlib.indexes.IborIndex

businessDayConvention, clone, endOfMonth, maturityDate, termStructure

Methods inherited from class org.jquantlib.indexes.InterestRateIndex

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

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

Euribor11M

public Euribor11M()

Euribor11M

public Euribor11M(Handle<YieldTermStructure> h)