CADLibor Class Reference

#include <ql/Indexes/cadlibor.hpp>

Inheritance diagram for CADLibor:

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Detailed Description

CAD LIBOR rate

Canadian Dollar LIBOR fixed by BBA.

See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.

Warning:
This is the rate fixed in London by BBA. Use CDOR if you're interested in the Canadian fixing by IDA.


Public Member Functions

 CADLibor (Integer n, TimeUnit units, const Handle< YieldTermStructure > &h, const DayCounter &dc=Actual360())


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