Class EURLiborON

The overnight EUR Libor index.

public sealed class EURLiborON : DailyTenorEURLibor

Inheritance: object

FinancialIndex

InterestRateIndex

IborIndex

DailyTenorEURLibor

EURLiborON

Inherited Members: IborIndex.MaturityDate(Date)

IborIndex.ForecastFixing(Date, EvaluationContext)

IborIndex.Clone(YieldTermStructure)

IborIndex.BusinessDayConvention

IborIndex.EndOfMonth

IborIndex.ForwardingTermStructure

InterestRateIndex.IsValidFixingDate(Date)

InterestRateIndex.Fixing(Date, EvaluationContext, bool)

InterestRateIndex.FixingDate(Date)

InterestRateIndex.ValueDate(Date)

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 EURLiborON class.

public EURLiborON(YieldTermStructure? h = null)