27#ifndef quantlib_eur_libor_hpp
28#define quantlib_eur_libor_hpp
83 class [[deprecated(
"If needed, use the EURLibor class with an explicit tenor instead")]]
EURLiborSW :
public EURLibor {
92 class [[deprecated(
"If needed, use the EURLibor class with an explicit tenor instead")]]
EURLibor2W :
public EURLibor {
108 class [[deprecated(
"If needed, use the EURLibor class with an explicit tenor instead")]]
EURLibor2M :
public EURLibor {
124 class [[deprecated(
"If needed, use the EURLibor class with an explicit tenor instead")]]
EURLibor4M :
public EURLibor {
133 class [[deprecated(
"If needed, use the EURLibor class with an explicit tenor instead")]]
EURLibor5M :
public EURLibor {
149 class [[deprecated(
"If needed, use the EURLibor class with an explicit tenor instead")]]
EURLibor7M :
public EURLibor{
158 class [[deprecated(
"If needed, use the EURLibor class with an explicit tenor instead")]]
EURLibor8M :
public EURLibor {
167 class [[deprecated(
"If needed, use the EURLibor class with an explicit tenor instead")]]
EURLibor9M :
public EURLibor {
176 class [[deprecated(
"If needed, use the EURLibor class with an explicit tenor instead")]]
EURLibor10M :
public EURLibor {
185 class [[deprecated(
"If needed, use the EURLibor class with an explicit tenor instead")]]
EURLibor11M :
public EURLibor {
base class for the one day deposit ICE EUR LIBOR indexes
EURLibor10M(const Handle< YieldTermStructure > &h={})
EURLibor11M(const Handle< YieldTermStructure > &h={})
EURLibor1M(const Handle< YieldTermStructure > &h={})
EURLibor1Y(const Handle< YieldTermStructure > &h={})
EURLibor2M(const Handle< YieldTermStructure > &h={})
EURLibor2W(const Handle< YieldTermStructure > &h={})
EURLibor3M(const Handle< YieldTermStructure > &h={})
EURLibor4M(const Handle< YieldTermStructure > &h={})
EURLibor5M(const Handle< YieldTermStructure > &h={})
EURLibor6M(const Handle< YieldTermStructure > &h={})
EURLibor7M(const Handle< YieldTermStructure > &h={})
EURLibor8M(const Handle< YieldTermStructure > &h={})
EURLibor9M(const Handle< YieldTermStructure > &h={})
base class for all ICE EUR LIBOR indexes but the O/N
Date valueDate(const Date &fixingDate) const override
Date maturityDate(const Date &valueDate) const override
Overnight EUR Libor index.
EURLiborON(const Handle< YieldTermStructure > &h={})
EURLiborSW(const Handle< YieldTermStructure > &h={})
Shared handle to an observable.
base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)
Date fixingDate(const Date &valueDate) const
unsigned QL_INTEGER Natural
positive integer
base class for Inter-Bank-Offered-Rate indexes