helper class building a sequence of trs cashflows More...
#include <qle/cashflows/trscashflow.hpp>
Public Member Functions | |
TRSLeg (const std::vector< Date > &valuationDates, const std::vector< Date > &paymentDates, const Real notional, const boost::shared_ptr< Index > &index, const boost::shared_ptr< FxIndex > &fxIndex=nullptr) | |
TRSLeg & | withInitialPrice (Real) |
operator Leg () const | |
helper class building a sequence of trs cashflows