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<title>Euribor365 Class Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_euribor365.html">Euribor365</a> </li>
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<a href="#pub-methods">Public Member Functions</a> </div>
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<div class="title">Euribor365 Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::Euribor365" --><!-- doxytag: inherits="QuantLib::IborIndex" -->
<p>Actual/365 Euribor index.
<a href="class_quant_lib_1_1_euribor365.html#details">More...</a></p>
<p><code>#include <ql/indexes/ibor/euribor.hpp></code></p>
<div class="dynheader">
Inheritance diagram for Euribor365:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_euribor365__inherit__graph.png" border="0" usemap="#_euribor365_inherit__map" alt="Inheritance graph"/></div>
<map name="_euribor365_inherit__map" id="_euribor365_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_euribor365__10_m.html" title="10-months Euribor365 index" alt="" coords="261,5,376,35"/><area shape="rect" id="node7" href="class_quant_lib_1_1_euribor365__11_m.html" title="11-months Euribor365 index" alt="" coords="261,58,376,89"/><area shape="rect" id="node9" href="class_quant_lib_1_1_euribor365__1_m.html" title="1-month Euribor365 index" alt="" coords="265,111,372,142"/><area shape="rect" id="node11" href="class_quant_lib_1_1_euribor365__1_y.html" title="1-year Euribor365 index" alt="" coords="265,165,372,195"/><area shape="rect" id="node13" href="class_quant_lib_1_1_euribor365__2_m.html" title="2-months Euribor365 index" alt="" coords="265,218,372,249"/><area shape="rect" id="node15" href="class_quant_lib_1_1_euribor365__2_w.html" title="2-weeks Euribor365 index" alt="" coords="264,271,373,302"/><area shape="rect" id="node17" href="class_quant_lib_1_1_euribor365__3_m.html" title="3-months Euribor365 index" alt="" coords="265,325,372,355"/><area shape="rect" id="node19" href="class_quant_lib_1_1_euribor365__3_w.html" title="3-weeks Euribor365 index" alt="" coords="264,378,373,409"/><area shape="rect" id="node21" href="class_quant_lib_1_1_euribor365__4_m.html" title="4-months Euribor365 index" alt="" coords="265,431,372,462"/><area shape="rect" id="node23" href="class_quant_lib_1_1_euribor365__5_m.html" title="5-months Euribor365 index" alt="" coords="265,485,372,515"/><area shape="rect" id="node25" href="class_quant_lib_1_1_euribor365__6_m.html" title="6-months Euribor365 index" alt="" coords="265,538,372,569"/><area shape="rect" id="node27" href="class_quant_lib_1_1_euribor365__7_m.html" title="7-months Euribor365 index" alt="" coords="265,591,372,622"/><area shape="rect" id="node29" href="class_quant_lib_1_1_euribor365__8_m.html" title="8-months Euribor365 index" alt="" coords="265,645,372,675"/><area shape="rect" id="node31" href="class_quant_lib_1_1_euribor365__9_m.html" title="9-months Euribor365 index" alt="" coords="265,698,372,729"/><area shape="rect" id="node33" href="class_quant_lib_1_1_euribor365___s_w.html" title="1-week Euribor365 index" alt="" coords="264,751,373,782"/><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="7,378,81,409"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_euribor365-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="a9f4ffb3b2f961922cd7e81f584d7b066"></a><!-- doxytag: member="QuantLib::Euribor365::Euribor365" ref="a9f4ffb3b2f961922cd7e81f584d7b066" args="(const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())" -->
 </td><td class="memItemRight" valign="bottom"><b>Euribor365</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>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Actual/365 Euribor index. </p>
<p><a class="el" href="class_quant_lib_1_1_euribor.html" title="Euribor index">Euribor</a> rate adjusted for the mismatch between the actual/360 convention used for <a class="el" href="class_quant_lib_1_1_euribor.html" title="Euribor index">Euribor</a> and the actual/365 convention previously used by a few pre-EUR currencies. </p>
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