cashflow paying the total return of a bond More...
#include <ql/cashflow.hpp>
#include <ql/handle.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/daycounter.hpp>
#include <qle/cashflows/trscashflow.hpp>
#include <qle/indexes/bondindex.hpp>
#include <qle/indexes/fxindex.hpp>
Classes | |
class | BondTRSCashFlow |
bond trs cashflow More... | |
class | BondTRSLeg |
helper class building a sequence of bond trs cashflows More... | |
cashflow paying the total return of a bond