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Public Member Functions | List of all members
BondIndexBuilder Class Reference

Public Member Functions

 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)
 
 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)
 
 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)
 
boost::shared_ptr< QuantExt::BondIndexbondIndex () const
 
void addRequiredFixings (RequiredFixings &requiredFixings, Leg leg={})
 
const Bondbond () const
 
QuantLib::Real priceAdjustment (QuantLib::Real price)