BondTRSLeg Class Reference

helper class building a sequence of bond trs cashflows More...

#include <qle/cashflows/bondtrscashflow.hpp>

Public Member Functions
	BondTRSLeg (const std::vector< Date > &valuationDates, const std::vector< Date > &paymentDates, const Real bondNotional, const boost::shared_ptr< BondIndex > &bondIndex, const boost::shared_ptr< FxIndex > &fxIndex=nullptr)
BondTRSLeg &	withInitialPrice (Real)
	operator Leg () const

Detailed Description

helper class building a sequence of bond trs cashflows