Eonia Class Reference

Eonia (Euro Overnight Index Average) rate fixed by the ECB. More...

#include <ql/indexes/ibor/eonia.hpp>

Inherits OvernightIndex.

Public Member Functions
	Eonia (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

Eonia (Euro Overnight Index Average) rate fixed by the ECB.

Examples

MulticurveBootstrapping.cpp.