org.jquantlib.indexes

Class EuriborSwapIfrFix

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.SwapIndex

org.jquantlib.indexes.EuriborSwapIfrFix

All Implemented Interfaces:

Observable, Observer

public class EuriborSwapIfrFix
extends SwapIndex

EuriborSwapIfrFix index base class Euribor Swap indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. Annual 30/360 vs 6M Euribor, 1Y vs 3M Euribor. For more info see

Constructor Summary

Constructors

Constructor and Description
EuriborSwapIfrFix(Period tenor)
EuriborSwapIfrFix(Period tenor, Handle<YieldTermStructure> h)

Method Summary

Methods inherited from class org.jquantlib.indexes.SwapIndex

fixedLegConvention, fixedLegTenor, iborIndex, maturityDate, termStructure, underlyingSwap

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

EuriborSwapIfrFix

public EuriborSwapIfrFix(Period tenor)

EuriborSwapIfrFix

public EuriborSwapIfrFix(Period tenor,
                         Handle<YieldTermStructure> h)