ql/indexes/ibor/cdor.hpp File Reference

CDOR rate More...

#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/canada.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/america.hpp>
Include dependency graph for cdor.hpp:

Classes

class  Cdor
 CDOR rate More...

Detailed Description

CDOR rate