org.jquantlib.indexes.ibor

Class Cdor

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.ibor.Cdor

All Implemented Interfaces:

Observable, Observer

public class Cdor
extends IborIndex

Canadian Dollar Offered Rate fixed by IDA See . This is the rate fixed in Canada by IDA. Use CADLibor if you're interested in the London fixing by BBA. TODO check settlement days, end-of-month adjustment, and day-count convention.

Constructor Summary

Constructors

Constructor and Description
Cdor(Period tenor)
Cdor(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

Cdor

public Cdor(Period tenor)

Cdor

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