CORRA Class Reference

CORRA rate More...

#include <qle/indexes/ibor/corra.hpp>

Inheritance diagram for CORRA:

Collaboration diagram for CORRA:

Public Member Functions
	CORRA (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

CORRA rate

Remarks

Using Canada calendar

Definition at line 39 of file corra.hpp.

Constructor & Destructor Documentation

CORRA()

CORRA ( const Handle< YieldTermStructure > &  h = Handle<YieldTermStructure>() )

explicit

Definition at line 41 of file corra.hpp.

        : OvernightIndex("CORRA", 0, CADCurrency(), Canada(), Actual365Fixed(), h) {}