21#include <ql/indexes/ibor/euribor.hpp>
22#include <ql/time/calendars/target.hpp>
23#include <ql/time/daycounters/actual360.hpp>
24#include <ql/time/daycounters/actual365fixed.hpp>
25#include <ql/currencies/europe.hpp>
40 QL_FAIL(
"invalid time units");
44 bool euriborEOM(
const Period& p) {
53 QL_FAIL(
"invalid time units");
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/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.)
BusinessDayConvention
Business Day conventions.