QuantLib 0.3.8
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Reference manual
ql/Indexes/cadlibor.hpp File Reference
Detailed Description
CAD Libor index (Also known as CDOR)
#include <ql/Indexes/xibor.hpp>
#include <ql/Calendars/toronto.hpp>
#include <ql/DayCounters/actual365fixed.hpp>
#include <ql/Currencies/america.hpp>
Include dependency graph for cadlibor.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | CADLibor |
| CAD Libor index, also known as CDOR More... | |
