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| BondIndexBuilder (BondData bondData, const bool dirty, const bool relative, const Calendar &fixingCalendar, const bool conditionalOnSurvival, const boost::shared_ptr< EngineFactory > &engineFactory, QuantLib::Real bidAskAdjustment=0.0, const bool bondIssueDateFallback=false) |
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| BondIndexBuilder (const Bond &bond, const bool dirty, const bool relative, const Calendar &fixingCalendar, const bool conditionalOnSurvival, const boost::shared_ptr< EngineFactory > &engineFactory, QuantLib::Real bidAskAdjustment=0.0, const bool bondIssueDateFallback=false) |
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| BondIndexBuilder (const std::string &securityId, const bool dirty, const bool relative, const Calendar &fixingCalendar, const bool conditionalOnSurvival, const boost::shared_ptr< EngineFactory > &engineFactory, QuantLib::Real bidAskAdjustment=0.0, const bool bondIssueDateFallback=false) |
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boost::shared_ptr< QuantExt::BondIndex > | bondIndex () const |
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void | addRequiredFixings (RequiredFixings &requiredFixings, Leg leg={}) |
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const Bond & | bond () const |
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QuantLib::Real | priceAdjustment (QuantLib::Real price) |
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