Bond repo instrument. More...
#include <qle/instruments/bondrepo.hpp>
Classes | |
class | arguments |
Public Types | |
using | results = QuantLib::Instrument::results |
using | engine = QuantLib::GenericEngine< arguments, results > |
Public Member Functions | |
BondRepo (const Leg &cashLeg, const bool cashLegPays, const boost::shared_ptr< Bond > &security, const Real securityMultiplier) | |
void | deepUpdate () override |
bool | isExpired () const override |
void | setupArguments (QuantLib::PricingEngine::arguments *) const override |
void | fetchResults (const QuantLib::PricingEngine::results *) const override |
const Leg & | cashLeg () const |
Inspectors. | |
bool | cashLegPays () const |
boost::shared_ptr< Bond > | security () const |
Real | securityMultiplier () const |
Bond repo instrument.