EurLiborSwapIsdaFixA Class Reference

### A free/open-source library for quantitative finance

Public Member Functions
EurLiborSwapIsdaFixA Class Reference

EurLiborSwapIsdaFixA index base class More...

`#include <ql/indexes/swap/eurliborswap.hpp>`

Inheritance diagram for EurLiborSwapIsdaFixA:
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List of all members.

## Public Member Functions
| EurLiborSwapIsdaFixA (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
| EurLiborSwapIsdaFixA (const Period &tenor, const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting)

## Detailed Description

EurLiborSwapIsdaFixA index base class

EUR Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 10am London. Annual 30/360 vs 6M Libor, 1Y vs 3M Libor. Reuters page ISDAFIX2 or EURSFIXLA=.

Further info can be found at <http://www.isda.org/fix/isdafix.html> or Reuters page ISDAFIX.