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...

Namespaces
namespace	QuantLib

Detailed Description

CDOR rate