BondTRSCashFlow Class Reference

bond trs cashflow More...

#include <qle/cashflows/bondtrscashflow.hpp>

Inheritance diagram for BondTRSCashFlow:

Public Member Functions
	BondTRSCashFlow (const Date &paymentDate, const Date &fixingStartDate, const Date &fixingEndDate, const Real bondNotional, const QuantLib::ext::shared_ptr< BondIndex > &bondIndex, const Real initialPrice=Null< Real >(), const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr)
const Real	notional (Date date) const override
const Real	notional () const override
void	setFixingStartDate (QuantLib::Date fixingDate)
Public Member Functions inherited from TRSCashFlow
	TRSCashFlow (const Date &paymentDate, const Date &fixingStartDate, const Date &fixingEndDate, const Real notional, const QuantLib::ext::shared_ptr< Index > &Index, const Real initialPrice=Null< Real >(), const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr)
Real	amount () const override
Date	date () const override
const Date &	fixingStartDate () const
const Date &	fixingEndDate () const
const QuantLib::ext::shared_ptr< Index > &	index () const
const Real	initialPrice () const
const QuantLib::ext::shared_ptr< FxIndex > &	fxIndex () const
Real	fxStart () const
Real	fxEnd () const
Real	assetStart () const
Real	assetEnd () const
void	update () override
virtual void	accept (AcyclicVisitor &) override

Additional Inherited Members
Protected Attributes inherited from TRSCashFlow
Date	paymentDate_
Date	fixingStartDate_
Date	fixingEndDate_
Real	notional_
QuantLib::ext::shared_ptr< Index >	index_
Real	initialPrice_ = QuantLib::Null<Real>()
QuantLib::ext::shared_ptr< FxIndex >	fxIndex_

Detailed Description

bond trs cashflow