[Quantlib-dev] Settlement days

[laaouini a. <laa...@ya...>]

Hello everybody,I have 2 questions about fixingDays parameter:+What are "fixing days" for an Euribor Index?+Why "settlement days" parameter  is equal to 2 for an Euribor object of C++ QuantLib?
---------------------------------------------------------<euribor.cpp>Euribor::Euribor(const Period& tenor,
                     const Handle<YieldTermStructure>& h)
    : IborIndex("Euribor", tenor,
                2, // settlement days
                EURCurrency(), TARGET(),
                euriborConvention(tenor), euriborEOM(tenor),
                Actual360(), h) {
        QL_REQUIRE(this->tenor().units()!=Days,
                   "for daily tenors (" << this->tenor() <<
                   ") dedicated DailyTenor constructor must be used");
    }