Reference manual - version qle_version
Inheritance diagram for BondTRS::arguments:Public Member Functions | |
| void | validate () const override |
Public Attributes | |
| boost::shared_ptr< QuantExt::BondIndex > | bondIndex |
| boost::shared_ptr< QuantExt::FxIndex > | fxIndex |
| Real | bondNotional |
| std::vector< Leg > | fundingLeg |
| Leg | returnLeg |
| bool | payTotalReturnLeg |
| bool | payBondCashFlowsImmediately |
| Currency | fundingCurrency |
| Currency | bondCurrency |
| std::vector< Date > | paymentDates |
| std::vector< Date > | valuationDates |
