QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Estr Class Reference

ESTR (Euro Short-Term Rate) rate fixed by the ECB. More...

#include <ql/indexes/ibor/estr.hpp>

Public Member Functions

 Estr (const Handle< YieldTermStructure > &h={})

Detailed Description

ESTR (Euro Short-Term Rate) rate fixed by the ECB.