cdor.hpp File Reference

CDOR rate More...

#include <ql/indexes/iborindex.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	Cdor
	CDOR rate More...

Namespaces
namespace	QuantLib

Detailed Description

CDOR rate

Definition in file cdor.hpp.