BondRepo Class Reference

Bond repo instrument. More...

#include <qle/instruments/bondrepo.hpp>

Inheritance diagram for BondRepo:

Classes
class	arguments

Public Types
using	results = QuantLib::Instrument::results
using	engine = QuantLib::GenericEngine< arguments, results >

Public Member Functions
	BondRepo (const Leg &cashLeg, const bool cashLegPays, const boost::shared_ptr< Bond > &security, const Real securityMultiplier)
void	deepUpdate () override
bool	isExpired () const override
void	setupArguments (QuantLib::PricingEngine::arguments *) const override
void	fetchResults (const QuantLib::PricingEngine::results *) const override
const Leg &	cashLeg () const
	Inspectors.
bool	cashLegPays () const
boost::shared_ptr< Bond >	security () const
Real	securityMultiplier () const

Detailed Description

Bond repo instrument.