QuantLib_CADLiborON

Langue: en

Autres versions - même langue

Version: 378652 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::CADLiborON -

Overnight CAD Libor index.

SYNOPSIS


#include <ql/indexes/ibor/cadlibor.hpp>

Inherits QuantLib::DailyTenorLibor.

Public Member Functions


CADLiborON (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

Overnight CAD Libor index.

Author

Generated automatically by Doxygen for QuantLib from the source code.