CADLibor Class Reference

#include <ql/Indexes/cadlibor.hpp>

Inheritance diagram for CADLibor:

Inheritance graph
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List of all members.

Detailed Description

CAD Libor index, also known as CDOR

Todo:
check settlement days


Public Member Functions

 CADLibor (Integer n, TimeUnit units, const RelinkableHandle< TermStructure > &h, const DayCounter &dc=Actual365())


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