CADLibor Class Reference
#include <ql/indexes/ibor/cadlibor.hpp>
Inheritance diagram for CADLibor:

Detailed Description
CAD LIBOR rateCanadian 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 (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >(), Natural settlementDays=2) |