base class for all ICE EUR LIBOR indexes but the O/N
EurLiborSwapIfrFix(const Period &tenor, const Handle< YieldTermStructure > &h={})
EurLiborSwapIsdaFixA(const Period &tenor, const Handle< YieldTermStructure > &h={})
EurLiborSwapIsdaFixB(const Period &tenor, const Handle< YieldTermStructure > &h={})
Shared handle to an observable.
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
base class for swap-rate indexes
30/360 day count convention