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QuantLib_Cdor
Langue: en
Version: 384039 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Cdor -CDOR rate
SYNOPSIS
#include <ql/indexes/ibor/cdor.hpp>
Inherits QuantLib::IborIndex.
Public Member Functions
Cdor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
CDOR rate
Canadian Dollar Offered Rate fixed by IDA.
Warning
- This is the rate fixed in Canada by IDA. Use CADLibor if you're interested in the London fixing by BBA.
Possible enhancements
- check settlement days, end-of-month adjustment, and day-count convention.
Author
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Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre