Discounting Bond Repo Engine.
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#include <qle/pricingengines/discountingbondrepoengine.hpp>
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| DiscountingBondRepoEngine (const Handle< YieldTermStructure > &repoCurve, const bool includeSecurityLeg=true) |
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void | calculate () const override |
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const Handle< YieldTermStructure > & | repoCurve () const |
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Discounting Bond Repo Engine.