25#ifndef quantlib_cad_libor_hpp
26#define quantlib_cad_libor_hpp
28#include <ql/indexes/ibor/libor.hpp>
29#include <ql/time/calendars/canada.hpp>
30#include <ql/time/daycounters/actual365fixed.hpp>
31#include <ql/currencies/america.hpp>
Actual/365 (Fixed) day count convention.
CADLibor(const Period &tenor, const Handle< YieldTermStructure > &h={})
Overnight CAD Libor index.
CADLiborON(const Handle< YieldTermStructure > &h={})
base class for all O/N-S/N BBA LIBOR indexes but the EUR ones
Shared handle to an observable.
base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones