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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><a class="el" href="class_quant_lib_1_1_e_u_r_libor.html">EURLibor</a> </li>
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<!-- doxytag: class="QuantLib::EURLibor" --><!-- doxytag: inherits="QuantLib::IborIndex" -->
<p>base class for all BBA EUR LIBOR indexes but the O/N
<a href="class_quant_lib_1_1_e_u_r_libor.html#details">More...</a></p>
<p><code>#include <ql/indexes/ibor/eurlibor.hpp></code></p>
<div class="dynheader">
Inheritance diagram for EURLibor:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_e_u_r_libor__inherit__graph.png" border="0" usemap="#_e_u_r_libor_inherit__map" alt="Inheritance graph"/></div>
<map name="_e_u_r_libor_inherit__map" id="_e_u_r_libor_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_e_u_r_libor10_m.html" title="10-months EUR Libor index" alt="" coords="257,5,359,35"/><area shape="rect" id="node7" href="class_quant_lib_1_1_e_u_r_libor11_m.html" title="11-months EUR Libor index" alt="" coords="257,58,359,89"/><area shape="rect" id="node9" href="class_quant_lib_1_1_e_u_r_libor1_m.html" title="1-month EUR Libor index" alt="" coords="261,111,355,142"/><area shape="rect" id="node11" href="class_quant_lib_1_1_e_u_r_libor1_y.html" title="1-year EUR Libor index" alt="" coords="261,165,355,195"/><area shape="rect" id="node13" href="class_quant_lib_1_1_e_u_r_libor2_m.html" title="2-months EUR Libor index" alt="" coords="261,218,355,249"/><area shape="rect" id="node15" href="class_quant_lib_1_1_e_u_r_libor2_w.html" title="2-weeks EUR Libor index" alt="" coords="260,271,356,302"/><area shape="rect" id="node17" href="class_quant_lib_1_1_e_u_r_libor3_m.html" title="3-months EUR Libor index" alt="" coords="261,325,355,355"/><area shape="rect" id="node19" href="class_quant_lib_1_1_e_u_r_libor4_m.html" title="4-months EUR Libor index" alt="" coords="261,378,355,409"/><area shape="rect" id="node21" href="class_quant_lib_1_1_e_u_r_libor5_m.html" title="5-months EUR Libor index" alt="" coords="261,431,355,462"/><area shape="rect" id="node23" href="class_quant_lib_1_1_e_u_r_libor6_m.html" title="6-months EUR Libor index" alt="" coords="261,485,355,515"/><area shape="rect" id="node25" href="class_quant_lib_1_1_e_u_r_libor7_m.html" title="7-months EUR Libor index" alt="" coords="261,538,355,569"/><area shape="rect" id="node27" href="class_quant_lib_1_1_e_u_r_libor8_m.html" title="8-months EUR Libor index" alt="" coords="261,591,355,622"/><area shape="rect" id="node29" href="class_quant_lib_1_1_e_u_r_libor9_m.html" title="9-months EUR Libor index" alt="" coords="261,645,355,675"/><area shape="rect" id="node31" href="class_quant_lib_1_1_e_u_r_libor_s_w.html" title="1-week EUR Libor index" alt="" coords="260,698,356,729"/><area shape="rect" id="node2" href="class_quant_lib_1_1_ibor_index.html" title="base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)" alt="" coords="7,351,81,382"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_e_u_r_libor-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3c295849ef82eac47318de584267ff33"></a><!-- doxytag: member="QuantLib::EURLibor::EURLibor" ref="a3c295849ef82eac47318de584267ff33" args="(const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())" -->
 </td><td class="memItemRight" valign="bottom"><b>EURLibor</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>
<tr><td colspan="2"><div class="groupHeader">Date calculations</div></td></tr>
<tr><td colspan="2"><div class="groupText"><p>see <a href="http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412">http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412</a> </p>
</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a01fafdb3585a34706678b12af90b1cf9"></a><!-- doxytag: member="QuantLib::EURLibor::valueDate" ref="a01fafdb3585a34706678b12af90b1cf9" args="(const Date &fixingDate) const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>valueDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a615a330e425e4b9abceba4a56fc2664f"></a><!-- doxytag: member="QuantLib::EURLibor::maturityDate" ref="a615a330e425e4b9abceba4a56fc2664f" args="(const Date &valueDate) const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &valueDate) const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>base class for all BBA EUR LIBOR indexes but the O/N </p>
<p>Euro LIBOR fixed by BBA.</p>
<p>See <<a href="http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414">http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414</a>>.</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000036">Warning:</a></b></dt><dd>This is the rate fixed in London by BBA. Use <a class="el" href="class_quant_lib_1_1_euribor.html" title="Euribor index">Euribor</a> if you're interested in the fixing by the <a class="el" href="struct_quant_lib_1_1_e_c_b.html" title="European Central Bank reserve maintenance dates.">ECB</a>. </dd></dl>
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