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<title>QuantLib: EurliborSwapFixB Class Reference</title>
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<h1>EurliborSwapFixB Class Reference</h1><!-- doxytag: class="QuantLib::EurliborSwapFixB" --><!-- doxytag: inherits="QuantLib::SwapIndex" --><code>#include <ql/indexes/swap/eurliborswapfixb.hpp></code>
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Inheritance diagram for EurliborSwapFixB:</div>
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<p><center><img src="class_quant_lib_1_1_eurlibor_swap_fix_b__inherit__graph.png" border="0" usemap="#_eurlibor_swap_fix_b__inherit__map" alt="Inheritance graph"></center>
<map name="_eurlibor_swap_fix_b__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b10_y.html" title="10-year EurliborSwapFixB index" alt="" coords="329,5,487,32"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b12_y.html" title="12-year EurliborSwapFixB index" alt="" coords="329,56,487,83"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b15_y.html" title="15-year EurliborSwapFixB index" alt="" coords="329,107,487,133"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b1_y.html" title="1-year EurliborSwapFixB index" alt="" coords="333,157,483,184"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b20_y.html" title="20-year EurliborSwapFixB index" alt="" coords="329,208,487,235"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b25_y.html" title="25-year EurliborSwapFixB index" alt="" coords="329,259,487,285"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b2_y.html" title="2-year EurliborSwapFixB index" alt="" coords="333,309,483,336"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b30_y.html" title="30-year EurliborSwapFixB index" alt="" coords="329,360,487,387"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b3_y.html" title="3-year EurliborSwapFixB index" alt="" coords="333,411,483,437"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b4_y.html" title="4-year EurliborSwapFixB index" alt="" coords="333,461,483,488"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b5_y.html" title="5-year EurliborSwapFixB index" alt="" coords="333,512,483,539"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b6_y.html" title="6-year EurliborSwapFixB index" alt="" coords="333,563,483,589"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b7_y.html" title="7-year EurliborSwapFixB index" alt="" coords="333,613,483,640"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b8_y.html" title="8-year EurliborSwapFixB index" alt="" coords="333,664,483,691"><area shape="rect" href="class_quant_lib_1_1_eurlibor_swap_fix_b9_y.html" title="9-year EurliborSwapFixB index" alt="" coords="333,715,483,741"><area shape="rect" href="class_quant_lib_1_1_swap_index.html" title="base class for swap-rate indexes" alt="" coords="5,360,99,387"></map>
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<a href="class_quant_lib_1_1_eurlibor_swap_fix_b-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
EurliborSwapFixB index base class
<p>
<a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_b.html" title="EurliborSwapFixB index base class">EurliborSwapFixB</a> indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11:00AM London. Reuters page ISDAFIX2 or EURSFIXLB=. Further info can be found at: <<a href="http://www.isda.org/fix/isdafix.html">http://www.isda.org/fix/isdafix.html</a>>.<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000028">Warning:</a></b></dt><dd>The 1Y swap's floating leg is based on <a class="el" href="class_quant_lib_1_1_euribor3_m.html" title="3-months Euribor index">Euribor3M</a>; the floating legs of longer swaps are based on <a class="el" href="class_quant_lib_1_1_euribor6_m.html" title="6-months Euribor index">Euribor6M</a> </dd></dl>
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44d061d3a74df442a0b84894f4fe0616"></a><!-- doxytag: member="QuantLib::EurliborSwapFixB::EurliborSwapFixB" ref="44d061d3a74df442a0b84894f4fe0616" args="(const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())" -->
</td><td class="memItemRight" valign="bottom"><b>EurliborSwapFixB</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &h=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> >())</td></tr>
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