Cdor Class Reference

CDOR rate More...

#include <ql/indexes/ibor/cdor.hpp>

Inheritance diagram for Cdor:

List of all members.

Public Member Functions

 Cdor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

CDOR rate

Canadian 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.
Possible enhancements:
check settlement days, end-of-month adjustment, and day-count convention.