public EURLibor(Period tenor, Handle <YieldTermStructure> h)
: base("EURLibor", tenor, 2, new EURCurrency(), new JointCalendar(new UnitedKingdom(UnitedKingdom.Market.Exchange), new TARGET(),
JointCalendar.JointCalendarRule.JoinHolidays),
Utils.eurliborConvention(tenor), Utils.eurliborEOM(tenor), new Actual360(), h)
{
target_ = new TARGET();
Utils.QL_REQUIRE(this.tenor().units() != TimeUnit.Days, () =>
"for daily tenors (" + this.tenor() + ") dedicated DailyTenor constructor must be used");
}
public DailyTenorEURLibor(int settlementDays, Handle <YieldTermStructure> h)
: base("EURLibor", new Period(1, TimeUnit.Days), settlementDays, new EURCurrency(), new TARGET(),
Utils.eurliborConvention(new Period(1, TimeUnit.Days)), Utils.eurliborEOM(new Period(1, TimeUnit.Days)), new Actual360(), h)
{
}
