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

Detailed Description
CDOR rateCanadian Dollar Offered Rate fixed by IDA.
- Warning:
- This is the rate fixed in Canada by IDA. Use CADLibor if you're interested in the London fixing by BBA.
- Todo:
- check settlement days, end-of-month adjustment, and day-count convention.
Public Member Functions | |
Cdor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |