44 bool euriborEOM(
const Period& p) {
64 euriborConvention(tenor), euriborEOM(tenor),
67 "for daily tenors (" << this->
tenor() <<
68 ") dedicated DailyTenor constructor must be used");
76 euriborConvention(tenor), euriborEOM(tenor),
79 "for daily tenors (" << this->
tenor() <<
80 ") dedicated DailyTenor constructor must be used");
Actual/365 (Fixed) day counter.
Actual/360 day count convention.
Actual/365 (Fixed) day count convention.
Euribor365(const Period &tenor, const Handle< YieldTermStructure > &h={})
Euribor(const Period &tenor, const Handle< YieldTermStructure > &h={})
Shared handle to an observable.
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
#define QL_FAIL(message)
throw an error (possibly with file and line information)
BusinessDayConvention
Business Day conventions.