Table of Contents

Class Eonia

Namespace
NanoQL.Indexes
Assembly
NanoQL.dll

The Eonia (Euro Overnight Index Average) rate fixed by the ECB.

public sealed class Eonia : OvernightIndex
Inheritance
Eonia
Inherited Members

Constructors

Eonia(YieldTermStructure?)

Initializes a new instance of the Eonia class.

public Eonia(YieldTermStructure? h = null)

Parameters

h YieldTermStructure

The forwarding curve, or null for none.