QuantLib_Cdor man page

Cdor — CDOR rate

Synopsis

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

Inherits IborIndex.

Public Member Functions

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

Additional Inherited Members

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

Cdor(3) is an alias of QuantLib_Cdor(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib