QuantLib_CADLibor man page

CADLibor — CAD LIBOR rate

Synopsis

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

Inherits Libor.

Public Member Functions

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

Additional Inherited Members

Detailed Description

CAD LIBOR rate

Canadian Dollar LIBOR discontinued as of 2013.

Warning

This is the rate fixed in London by BBA. Use CDOR if you're interested in the Canadian fixing by IDA.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

CADLibor(3) is an alias of QuantLib_CADLibor(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib