QuantLib_CADLibor man page
CADLibor — CAD LIBOR rate
Public Member Functions
CADLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Additional Inherited Members
CAD LIBOR rate
Canadian Dollar LIBOR discontinued as of 2013.
This is the rate fixed in London by BBA. Use CDOR if you're interested in the Canadian fixing by IDA.
Generated automatically by Doxygen for QuantLib from the source code.
CADLibor(3) is an alias of QuantLib_CADLibor(3).