org.jquantlib.indexes

Class Euribor7M

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.Euribor

org.jquantlib.indexes.Euribor7M

All Implemented Interfaces:

Observable, Observer

public class Euribor7M
extends Euribor

7-months Euribor index

Constructor Summary

Constructors

Constructor and Description
Euribor7M()
Euribor7M(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

Euribor7M

public Euribor7M()

Euribor7M

public Euribor7M(Handle<YieldTermStructure> h)