cashflow paying the total return of an asset 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/indexes/bondindex.hpp>
#include <qle/indexes/fxindex.hpp>
Classes | |
class | TRSCashFlow |
bond trs cashflow More... | |
class | TRSLeg |
helper class building a sequence of trs cashflows More... | |
cashflow paying the total return of an asset