Canadian Overnight Repo Rate Average (CORRA) index class. More...
#include <ql/currencies/america.hpp>
#include <ql/time/calendars/canada.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <qle/indexes/ibor/termrateindex.hpp>
Classes | |
class | CORRA |
CORRA rate More... | |
class | CORRATerm |
Canadian Overnight Repo Rate Average (CORRA) index class.