cadlibor(3)
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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