Cdor Class Reference

### A free/open-source library for quantitative finance

Public Member Functions
Cdor Class Reference

CDOR rate More...

`#include <ql/indexes/ibor/cdor.hpp>`

Inheritance diagram for Cdor:
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List of all members.

## Public Member Functions
| Cdor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

## Detailed Description

CDOR rate

Canadian Dollar Offered Rate fixed by IDA.

Warning:
  This is the rate fixed in Canada by IDA. Use CADLibor if you're interested in the London fixing by BBA.

Possible enhancements:
  check settlement days, end-of-month adjustment, and day-count convention.