Class Eonia
The Eonia (Euro Overnight Index Average) rate fixed by the ECB.
public sealed class Eonia : OvernightIndex
- Inheritance
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Eonia
- Inherited Members
Constructors
Eonia(YieldTermStructure?)
Initializes a new instance of the Eonia class.
public Eonia(YieldTermStructure? h = null)
Parameters
hYieldTermStructureThe forwarding curve, or null for none.