On Tue, Jun 30, 2009 at 10:19 PM, Mattia Maetini<
mattiamaetini@...> wrote:
> I can't understand what is the parameter IborIndex in the SwapRateHelper;
> [...] Can be the maturity of instrument that i would evaluate?
> For example, if I would evaluate the Euribor 6 month, IborIndex is 6
> month???
IborIndex is the base class for Euribor and Libor indexes of different tenors.
In the case of SwapRateHelper it is used for the swap floating leg
ciao -- Nando
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