org.jquantlib.indexes

Class Euribor2W

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.Euribor

org.jquantlib.indexes.Euribor2W

All Implemented Interfaces:

Observable, Observer

public class Euribor2W
extends Euribor

2-weeks Euribor index

Constructor Summary

Constructors

Constructor and Description
Euribor2W()
Euribor2W(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

Euribor2W

public Euribor2W()

Euribor2W

public Euribor2W(Handle<YieldTermStructure> h)