QuantLib: Eonia Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
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.