org.jquantlib.indexes.ibor

Class CADLiborON

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.ibor.DailyTenorLibor

org.jquantlib.indexes.ibor.CADLiborON

All Implemented Interfaces:

Observable, Observer

public class CADLiborON
extends DailyTenorLibor

Overnight Canadian Dollar LIBOR index 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
CADLiborON(Period tenor)
CADLiborON(Period tenor, Handle<YieldTermStructure> h)

Method Summary

Methods inherited from class org.jquantlib.indexes.IborIndex

businessDayConvention, clone, endOfMonth, maturityDate, termStructure

Methods inherited from class org.jquantlib.indexes.InterestRateIndex

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

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

CADLiborON

public CADLiborON(Period tenor)

CADLiborON

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