CADLibor (3) Linux Manual Page

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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