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cadlibor.hpp
Langue: en
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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