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

Classes
ql/indexes/ibor/eurlibor.hpp File Reference

EUR LIBOR rate More...

`#include <ql/indexes/iborindex.hpp>`
Include dependency graph for eurlibor.hpp:

## Classes

class | EURLibor
| base class for all BBA EUR LIBOR indexes but the O/N More...
class | DailyTenorEURLibor
| base class for the one day deposit BBA EUR LIBOR indexes More...
class | EURLiborON
| Overnight EUR Libor index. More...
class | EURLiborSW
| 1-week EUR Libor index More...
class | EURLibor2W
| 2-weeks EUR Libor index More...
class | EURLibor1M
| 1-month EUR Libor index More...
class | EURLibor2M
| 2-months EUR Libor index More...
class | EURLibor3M
| 3-months EUR Libor index More...
class | EURLibor4M
| 4-months EUR Libor index More...
class | EURLibor5M
| 5-months EUR Libor index More...
class | EURLibor6M
| 6-months EUR Libor index More...
class | EURLibor7M
| 7-months EUR Libor index More...
class | EURLibor8M
| 8-months EUR Libor index More...
class | EURLibor9M
| 9-months EUR Libor index More...
class | EURLibor10M
| 10-months EUR Libor index More...
class | EURLibor11M
| 11-months EUR Libor index More...
class | EURLibor1Y
| 1-year EUR Libor index More...

## Detailed Description

EUR LIBOR rate