cadlibor (3) - Linux Manuals

cadlibor: CAD LIBOR rate

NAME

ql/indexes/ibor/cadlibor.hpp - CAD LIBOR rate

SYNOPSIS

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/canada.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/america.hpp>

Classes

class CADLibor
CAD LIBOR rate
class CADLiborON
Overnight CAD Libor index.

Detailed Description

CAD LIBOR rate

Author

Generated automatically by Doxygen for QuantLib from the source code.