Public Member Functions | |
double | inflationFactor () const |
Public Attributes | |
std::string | builderLabel |
boost::shared_ptr< QuantLib::Bond > | bond |
boost::shared_ptr< QuantExt::ModelBuilder > | modelBuilder |
bool | isInflationLinked = false |
bool | hasCreditRisk = true |
std::string | currency |
std::string | creditCurveId |
std::string | securityId |
std::string | creditGroup |
QuantExt::BondIndex::PriceQuoteMethod | priceQuoteMethod = QuantExt::BondIndex::PriceQuoteMethod::PercentageOfPar |
double | priceQuoteBaseValue = 1.0 |