org.jquantlib.indexes.ibor

Class CADLibor

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.ibor.Libor

org.jquantlib.indexes.ibor.CADLibor

All Implemented Interfaces:

Observable, Observer

public class CADLibor
extends Libor

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

Constructor Summary

Constructors

Constructor and Description
CADLibor(Period tenor)
CADLibor(Period tenor, Handle<YieldTermStructure> h)

Method Summary

Methods inherited from class org.jquantlib.indexes.ibor.Libor

clone, maturityDate, valueDate

Methods inherited from class org.jquantlib.indexes.IborIndex

businessDayConvention, endOfMonth, termStructure

Methods inherited from class org.jquantlib.indexes.InterestRateIndex

currency, dayCounter, familyName, fixing, fixing, fixingCalendar, fixingDate, fixingDays, isValidFixingDate, name, tenor, update

Methods inherited from class org.jquantlib.indexes.Index

addFixing, addFixing, addFixings, addObserver, clearFixings, countObservers, deleteObserver, deleteObservers, getObservers, notifyObservers, notifyObservers, timeSeries

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CADLibor

public CADLibor(Period tenor)

CADLibor

public CADLibor(Period tenor,
                Handle<YieldTermStructure> h)