cadlibor.hpp File Reference

CAD LIBOR rate More...

#include <ql/indexes/ibor/libor.hpp>
#include <ql/time/calendars/canada.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/currencies/america.hpp>

Go to the source code of this file.

Classes
class	CADLibor
	CAD LIBOR rate More...
class	CADLiborON
	Overnight CAD Libor index. More...

Namespaces
namespace	QuantLib

Detailed Description

CAD LIBOR rate

Definition in file cadlibor.hpp.