A free/open-source library for quantitative finance

Version 0.9.0

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Getting started

• Introduction
• Project overview
• Where to get QuantLib
• Installation
• Configuration
• Usage
• Version history
• Additional resources
• The QuantLib group
• Copyright and license

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Reference manual

• Modules
• Class Hierarchy
• Compound List
• File List
• Compound Members
• File Members
• Known Bugs
• Caveats
• Test Suite
• Examples

EuriborSwapFixIFR12Y Class Reference

#include <ql/indexes/swap/euriborswapfixifr.hpp>

Inheritance diagram for EuriborSwapFixIFR12Y:

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List of all members.

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Detailed Description

12-year EuriborSwapFixIFR index

Public Member Functions
	EuriborSwapFixIFR12Y (const Handle< YieldTermStructure > &h)

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