Deposit Class Reference

Deposit Instrument. More...

#include <qle/instruments/deposit.hpp>

Inheritance diagram for Deposit:

Classes
class	arguments
class	engine
class	results

Public Member Functions
	Deposit (const Real nominal, const Rate rate, const Period &tenor, const Natural fixingDays, const Calendar &calendar, const BusinessDayConvention convention, const bool endOfMonth, const DayCounter &dayCounter, const Date &tradeDate, const bool isLong=true, const Period forwardStart=0 *Days)
Additional interface
Date	fixingDate () const
Date	startDate () const
Date	maturityDate () const
Real	fairRate () const
const Leg &	leg () const

Instrument interface
bool	isExpired () const override
void	setupArguments (PricingEngine::arguments *) const override
void	fetchResults (const PricingEngine::results *) const override

Detailed Description

Deposit Instrument.

This class holds the term sheet data for a Deposit Instrument.

\ingroup instruments