org.jquantlib.indexes

Class Euribor2M

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.Euribor

org.jquantlib.indexes.Euribor2M

All Implemented Interfaces:

Observable, Observer

public class Euribor2M
extends Euribor

2-months Euribor index

Constructor Summary

Constructors

Constructor and Description
Euribor2M()
Euribor2M(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

Euribor2M

public Euribor2M()

Euribor2M

public Euribor2M(Handle<YieldTermStructure> h)