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.


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

Usual meaning, can be left blank


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


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