Class EURLibor6M

The 6-months EUR Libor index.

public sealed class EURLibor6M : EURLibor

Inheritance: object

FinancialIndex

InterestRateIndex

IborIndex

EURLibor

EURLibor6M

Inherited Members: EURLibor.FixingDate(Date)

EURLibor.ValueDate(Date)

EURLibor.MaturityDate(Date)

EURLibor.Clone(YieldTermStructure)

IborIndex.ForecastFixing(Date, EvaluationContext)

IborIndex.BusinessDayConvention

IborIndex.EndOfMonth

IborIndex.ForwardingTermStructure

InterestRateIndex.IsValidFixingDate(Date)

InterestRateIndex.Fixing(Date, EvaluationContext, bool)

InterestRateIndex.Name

InterestRateIndex.FixingCalendar

InterestRateIndex.FamilyName

InterestRateIndex.Tenor

InterestRateIndex.FixingDays

InterestRateIndex.Currency

InterestRateIndex.DayCounter

FinancialIndex.HasHistoricalFixing(Date, EvaluationContext)

FinancialIndex.PastFixing(Date, EvaluationContext)

FinancialIndex.TimeSeries(EvaluationContext)

FinancialIndex.AllowsNativeFixings

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Constructors

Initializes a new instance of the EURLibor6M class.

public EURLibor6M(YieldTermStructure? h = null)