corra.hpp File Reference

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

Detailed Description

Canadian Overnight Repo Rate Average (CORRA) index class.