Bojan Nikolic: Using and Understanding the QuantLib Addin

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qlEURIBOR – create an object representing the Euribor index

Creates an object representing the EURIBOR index (see 1) which is a measure of interest rates offered on term deposits by prime banks in the Euro market.

Usage:

=qlEuribor(<ObjPrefix>, <Tenor>, <YieldCurve>)
<ObjPrefix>

Usual meaning, can be left blank

<Tenor>

Period (see Periods of time in QuantLib), relative to the value date, until maturity of the deposit.

<YieldCurve>

Yield curve object to be used to forecast future fixings of the index.

1

http://www.euribor-ebf.eu/euribor-org/about-euribor.html