CADLibor Class Reference

CAD LIBOR rate More...

#include <ql/indexes/ibor/cadlibor.hpp>

Inheritance diagram for CADLibor:

List of all members.

Public Member Functions

 CADLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

CAD LIBOR rate

Canadian Dollar LIBOR fixed by BBA.

See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>.

Warning:
This is the rate fixed in London by BBA. Use CDOR if you're interested in the Canadian fixing by IDA.