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Sourcecode: quantlib version File versions

cdor.hpp File Reference


Detailed Description

CDOR rate

Definition in file cdor.hpp.

#include <ql/indexes/iborindex.hpp>
#include <ql/time/calendars/canada.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/currencies/america.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::Cdor
 CDOR rate More...


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