Re: [Quantlib-dev] EuriborON

[Ferdinando A. <na...@am...>]

Hi Dima

On Mon, Jul 19, 2010 at 1:47 PM, Dima <dim...@go...> wrote:
> I can't find a constructor for the Euribor Overnight rate.
Eonia in the ql/indexes/ibor/eonia.hpp file

> I can't use the standard Euribor constructor
> which points me to the "dedicated DailyTenor constructor". Where can I
> find the dedication?

not sure I got this point. A few more details would have been
appreciated: are you using C++ or Excel? which library version? I must
confess I'm puzzled how people would fire questions on the mailing
lists without providing this basic information

Anyway... the EURLibor class has a DailyTenorEURLibor sister class,
while the Euribor doesn't have such a similar sister. All 3 derive
from IborIndex.
Eonia derives from OvernightIndex, which derives from IborIndex too.
OvernightIndex can be used in OvernightIndexedSwap, while IborIndex cannot

hope it helps

ciao -- Nando