cadlibor.hpp

Langue: en

Autres versions - même langue

Version: 373896 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

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

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