org.jquantlib.indexes

Class Euribor365_2W

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.Euribor365

org.jquantlib.indexes.Euribor365_2W

All Implemented Interfaces:

Observable, Observer

public class Euribor365_2W
extends Euribor365

2-weeks Euribor365 index

Constructor Summary

Constructors

Constructor and Description
Euribor365_2W()
Euribor365_2W(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

Euribor365_2W

public Euribor365_2W()

Euribor365_2W

public Euribor365_2W(Handle<YieldTermStructure> h)