ql/Indexes/cdor.hpp File Reference


Detailed Description

CDOR rate

#include <ql/Indexes/xibor.hpp>
#include <ql/Calendars/toronto.hpp>
#include <ql/DayCounters/actual360.hpp>
#include <ql/Currencies/america.hpp>

Include dependency graph for cdor.hpp:


Namespaces

namespace  QuantLib

Classes

class  Cdor
 CDOR rate More...