QuantLib: EuriborSwapFixB Class Reference

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

# EuriborSwapFixB Class Reference

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

Inheritance diagram for EuriborSwapFixB:

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List of all members.

## Detailed Description

EuriborSwapFix index base class

EuriborSwapFixB indexes fixed by ISDA at 12:00AM FRANKFURT. Reuters page ISDAFIX2 or EURSFIXB=.

Warning:
  The 1Y swap's floating leg is based on Euribor3M; the floating legs of longer swaps are based on Euribor6M

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